# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195306
**Filing Date:** 2025-8
**Character Count:** 1306917
**Document Hash:** 4c6518f8a95cd535b0f59e5e4ef493a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195306.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195306

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 251236679

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

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

## Series and Classes Contracts Data

### AQR Style Premia Alternative Fund (Series ID: S000042050)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000130629 | Class I      | QSPIX           |
| C000130630 | Class N      | QSPNX           |
| C000145946 | Class R6     | QSPRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

- **a. Name of Series:** AQR Style Premia Alternative Fund

- **b. EDGAR series identifier (if any):** S000042050

- **c. LEI of Series:** 549300H47CIW5R9UN420

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4230066111.96

**Total Liabilities:** $2758032745.83

**Net Assets:** $1472033366.13

**Amount of Assets Invested in Other Investment Companies:** $338599700.50

**Cash Not Reported:** $15568879.25

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130629 | -4.67%               | 3.19%                | 0.36%                |
| Class ID C000130630 | -4.73%               | 3.11%                | 0.36%                |
| Class ID C000145946 | -4.76%               | 3.17%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19549726.11            | $42794543.63                               |
| Month 2  | $-48185710.73            | $56517484.78                               |
| Month 3  | $-12167408.28            | $23519307.77                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                                 | CBRE Group, Inc., Class A                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       42521 | NS      | $5958042.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31480.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-724.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-224.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                      | Host Hotels & Resorts, Inc.                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      104454 | NS      | $1604413.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Short            | EC               | CORP              | JP        |     -195300 | NS      | $-3823985.16  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                           | SKF AB, Class B                                                                        | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      235565 | NS      | $5410999.11   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17835.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                                    | Square Enix Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |      144100 | NS      | $10778568.51  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                                          | WillScot Holdings Corp.                                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |     -115185 | NS      | $-3156069.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1591.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Short            | EC               | CORP              | JP        |      -33800 | NS      | $-407500.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1681.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6743.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy, Inc.                                                 | PBF Energy, Inc., Class A                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Short            | EC               | CORP              | US        |     -151316 | NS      | $-3279017.72  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47336.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                        | CTS Eventim AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |        8921 | NS      | $1109332.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $57546.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                              | Franco-Nevada Corp.                                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |       -7574 | NS      | $-1243487.56  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                       | EastGroup Properties, Inc.                                                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Short            | EC               | CORP              | US        |      -13629 | NS      | $-2277678.48  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7011.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                          | COPT Defense Properties                                                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       80995 | NS      | $2233842.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13330.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-356043.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $399.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                     | Koito Manufacturing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -21700 | NS      | $-259380.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                       | Constellation Energy Corp.                                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |      -10721 | NS      | $-3460309.96  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2946.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28039.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6347.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7981.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |      -93667 | NS      | $-5253782.03  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |      -15540 | NS      | $-2485467.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8381.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       66825 | NS      | $1725421.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd.                                                        | TOTO Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       32600 | NS      | $820899.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7954.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     9166850 | PA      | $-53957.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -11367 | NS      | $-3984019.83  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $793.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                | Canadian Pacific Kansas City Ltd.                                                      | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -63647 | NS      | $-5056238.27  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $90644.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19851.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      252248 | NS      | $3841280.35   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $931.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       14694 | NS      | $1516284.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                                          | Cooper Cos., Inc. (The)                                                                | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |      -32896 | NS      | $-2340879.36  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                         | Wintrust Financial Corp.                                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        9841 | NS      | $1220087.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    67100000 | PA      | $658001.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                          | MEIJI Holdings Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |       51000 | NS      | $1127804.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2429.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      105293 | NS      | $3252500.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $459.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1170300000 | PA      | $839906.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      133300 | NS      | $3700398.37   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                           | Monster Beverage Corp.                                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       21988 | NS      | $1377328.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23966.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6044.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-452955.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                                       | Treasury Wine Estates Ltd.                                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Short            | EC               | CORP              | AU        |     -751836 | NS      | $-3868310.37  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |      -61648 | NS      | $-7478518.88  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1230.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      165538 | NS      | $11048006.12  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9255.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24935.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |      -33400 | NS      | $-2428381.33  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-89760.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                                    | Shimizu Corp.                                                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Short            | EC               | CORP              | JP        |      -90800 | NS      | $-1014214.54  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-449915.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $387.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       46045 | NS      | $4482020.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                | Mitsui & Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       63400 | NS      | $1292090.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC Resources Ltd.                                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |       27252 | NS      | $574558.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                                   | Carter's, Inc.                                                                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       49851 | NS      | $1502010.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23197.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories, Inc.                                         | Dolby Laboratories, Inc., Class A                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       33294 | NS      | $2472412.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                      | CH Robinson Worldwide, Inc.                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |      -11653 | NS      | $-1118105.35  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103932.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co.                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       75344 | NS      | $3976656.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4571.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19971.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29274.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NY Harbor ULSD                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -900 | NC      | $5095659.79   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47288.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                                     | Cadence Bank                                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |      -24198 | NS      | $-773852.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40816.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash Holdings, Inc.                                         | FirstCash Holdings, Inc.                                                               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20855 | NS      | $2818344.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    96700000 | PA      | $1249272.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                            | Hancock Whitney Corp.                                                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       55223 | NS      | $3169800.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93526.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   372767000 | PA      | $-584067.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3336.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-604317.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp.                                       | Brookfield Renewable Corp.                                                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |      -15509 | NS      | $-508292.03   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                                                 | Dutch Bros, Inc., Class A                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -41350 | NS      | $-2827099.50  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460962.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1020.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Short            | EC               | CORP              | US        |      -38062 | NS      | $-3403504.04  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -14752 | NS      | $-5408673.28  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                          | Louisiana-Pacific Corp.                                                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        4677 | NS      | $402175.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       39450 | NS      | $6952273.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                          | International Paper Co.                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |     -144904 | NS      | $-6785854.32  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1198.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-502.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30039.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-205323.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5830.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                        | United Therapeutics Corp.                                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       29003 | NS      | $8334012.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    11620001 | PA      | $-183672.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                                        | CubeSmart                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20997 | NS      | $892372.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                          | Idemitsu Kosan Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      412700 | NS      | $2502771.05   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       75073 | NS      | $7340637.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                 | Zions Bancorp NA                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       72378 | NS      | $3759313.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |     -122975 | NS      | $-1714271.50  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        8215 | NS      | $2264218.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61161.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                  | Ingredion, Inc.                                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       30126 | NS      | $4085688.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Short            | EC               | CORP              | JP        |      -52600 | NS      | $-611878.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Singapore Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -1142 | NC      | $-401493.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2144.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |      -64689 | NS      | $-2519636.55  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                                 | Bio-Techne Corp.                                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |      -21478 | NS      | $-1105043.10  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  9378900000 | PA      | $34379.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                             | Evonik Industries AG                                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      170095 | NS      | $3513922.12   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-932.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5900.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       26028 | NS      | $3498683.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66704.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                               | MP Materials Corp.                                                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |     -420487 | NS      | $-13989602.49 | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       62069 | NS      | $4612968.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Short            | EC               | CORP              | US        |      -38131 | NS      | $-1311325.09  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                                    | Scentre Group                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     1147901 | NS      | $2696093.93   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    51600000 | PA      | $1134105.29   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-818.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1734.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19741.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |        4023 | NS      | $484972.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       12541 | NS      | $556569.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd.                                               | Qube Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |      671022 | NS      | $1891502.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |       -4774 | NS      | $-1471108.10  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KOSPI 200 Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         -20 | NC      | $-118749.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      222715 | NS      | $6507677.51   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15564.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System, Inc.                                            | Landstar System, Inc.                                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       33221 | NS      | $4618383.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                                               | Oji Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |     1281400 | NS      | $6450800.38   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                            | Carl Zeiss Meditec AG                                                                  | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Short            | EC               | CORP              | DE        |      -31852 | NS      | $-2145024.69  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5516.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        3532 | NS      | $280522.38    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2034.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27362.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                        | Axfood AB                                                                              | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Short            | EC               | CORP              | SE        |      -38471 | NS      | $-1137341.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp.                                                      | Loews Corp.                                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       50102 | NS      | $4592349.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                       | Getinge AB, Class B                                                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |      123928 | NS      | $2489805.18   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5665.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                 | Keisei Electric Railway Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Short            | EC               | CORP              | JP        |     -260900 | NS      | $-2439396.13  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15612.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15944.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                      | Swissquote Group Holding SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Short            | EC               | CORP              | CH        |       -1795 | NS      | $-1020170.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Short            | EC               | CORP              | FR        |      -19780 | NS      | $-5431440.89  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1669.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                               | T&D Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |      116500 | NS      | $2557187.79   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16664.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                       | Chubb Ltd.                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       12509 | NS      | $3624107.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2926.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22497.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)                 | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        5526 | NS      | $3588222.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                    | Danaher Corp.                                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |      -22433 | NS      | $-4431414.82  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                     | Harmony Gold Mining Co. Ltd.                                                           | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      114584 | NS      | $1600738.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $374.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8426.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                    | Volkswagen AG (Preference)                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Short            | EP               | CORP              | DE        |      -38641 | NS      | $-4084873.70  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-778.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $477.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Short            | EC               | CORP              | US        |     -139991 | NS      | $-5638837.48  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                         | Accor SA                                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Short            | EC               | CORP              | FR        |      -62794 | NS      | $-3290936.38  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       21464 | NS      | $900629.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29656.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                          | Japan Airlines Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Short            | EC               | CORP              | JP        |     -156100 | NS      | $-3183800.62  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                | Tencent Music Entertainment Group                                                      | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Short            | EC               | CORP              | KY        |      -17311 | NS      | $-337391.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35821.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $932.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20107.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                   | Repligen Corp.                                                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -59806 | NS      | $-7438670.28  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150478.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      127165 | NS      | $2131285.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-464208.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |     -847444 | NS      | $-7364288.36  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |      -19388 | NS      | $-5942422.00  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc., Class B                                                              | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       25860 | NS      | $2253005.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc.                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |       -5896 | NS      | $-1958474.32  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31390.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | Cboe Global Markets, Inc.                                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |      -11273 | NS      | $-2628976.33  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1167.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -30652 | NS      | $-2808642.76  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                              | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |       34858 | NS      | $355129.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                | Booz Allen Hamilton Holding Corp., Class A                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Short            | EC               | CORP              | US        |       -7696 | NS      | $-801384.48   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-94583.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                                        | Aviva plc                                                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Short            | EC               | CORP              | GB        |     -128290 | NS      | $-1090687.28  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |     -354207 | NS      | $-6170285.94  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                                      | Informa plc                                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Short            | EC               | CORP              | GB        |     -636671 | NS      | $-7048712.55  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-288.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2420.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                       | Umicore SA                                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |       28170 | NS      | $415725.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                    | Daiwa House Industry Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |       67400 | NS      | $2316053.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |      -50938 | NS      | $-2216312.38  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                                    | Revvity, Inc.                                                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |      -11498 | NS      | $-1112086.56  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group plc                                   | Intermediate Capital Group plc                                                         | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Short            | EC               | CORP              | GB        |      -68850 | NS      | $-1826308.19  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                    | Polaris, Inc.                                                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |      -38379 | NS      | $-1560106.35  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Short            | EC               | CORP              | KY        |     -623232 | NS      | $-3134856.96  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27863.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $163.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                     | Volvo Car AB, Class B                                                                  | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |      319189 | NS      | $584760.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Therapeutics, Inc.                                        | Viking Therapeutics, Inc.                                                              | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |      -39117 | NS      | $-1036600.50  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       31701 | NS      | $1206223.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7202.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp.                                           | Medipal Holdings Corp.                                                                 | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |      135300 | NS      | $2194290.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6952.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                        | NVR, Inc.                                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |        -173 | NS      | $-1277719.18  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                       | New Jersey Resources Corp.                                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       21756 | NS      | $975103.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       42692 | NS      | $2487235.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                              | Flowers Foods, Inc.                                                                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      185126 | NS      | $2958313.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                   | Kawasaki Heavy Industries Ltd.                                                         | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Short            | EC               | CORP              | JP        |      -38700 | NS      | $-2925626.64  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23223.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                  | Advantest Corp.                                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       24400 | NS      | $1808797.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36964.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                 | Timken Co. (The)                                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       55195 | NS      | $4004397.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-573.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1676.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    83900000 | PA      | $1252250.57   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp.                                                       | Onex Corp.                                                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |       31842 | NS      | $2621250.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9074.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-901.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd.                                                         | ALS Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Short            | EC               | CORP              | AU        |      -65025 | NS      | $-732474.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                 | Air Products and Chemicals, Inc.                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |      -35894 | NS      | $-10124261.64 | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5572.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | EC               | CORP              | JP        |     -531500 | NS      | $-2928661.80  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                      | Jabil, Inc.                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       33876 | NS      | $7388355.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Subsea 7 SA                                                      | Subsea 7 SA                                                                            | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | LU        |       65726 | NS      | $1233792.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Short            | EC               | CORP              | US        |       -9052 | NS      | $-2000673.04  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $437058.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5514.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11316.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11176.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                          | Burlington Stores, Inc.                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -8941 | NS      | $-2080034.24  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4008.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                | Haemonetics Corp.                                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |      -40025 | NS      | $-2986265.25  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        5780 | NS      | $10433075.09  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                    | Trelleborg AB, Class B                                                                 | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |       70114 | NS      | $2611823.88   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                          | ERG SpA                                                                                | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Short            | EC               | CORP              | IT        |      -77977 | NS      | $-1705014.29  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                    | Olympus Corp.                                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Short            | EC               | CORP              | JP        |     -245800 | NS      | $-2919691.81  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                   | Ubiquiti, Inc.                                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5371 | NS      | $2210972.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79389.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |      -13767 | NS      | $-3673861.62  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-458543.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |     -383420 | NS      | $-2070468.00  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                | Kobayashi Pharmaceutical Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Short            | EC               | CORP              | JP        |      -25200 | NS      | $-943290.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11165.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      129694 | NS      | $5013469.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100764.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                                               | CoStar Group, Inc.                                                                     | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |     -145612 | NS      | $-11707204.80 | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-395.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc., Class A                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      216298 | NS      | $6132048.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                                    | IDACORP, Inc.                                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Short            | EC               | CORP              | US        |      -12139 | NS      | $-1401447.55  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd.                                  | Cleanaway Waste Management Ltd.                                                        | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Long             | EC               | CORP              | AU        |      221032 | NS      | $396070.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19979.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc., Class A                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-499850.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power, Inc.                                            | Northland Power, Inc.                                                                  | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |       58503 | NS      | $918090.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-588.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50428.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                   | Spectrum Brands Holdings, Inc.                                                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |      -12736 | NS      | $-675008.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    22105000 | PA      | $21917218.03  | 1.49%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp.                                      | Lattice Semiconductor Corp.                                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |      -54001 | NS      | $-2645508.99  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                         | Snam SpA                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Short            | EC               | CORP              | IT        |    -1028021 | NS      | $-6223322.90  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37100000 | PA      | $227997.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity, Inc.                                                   | Doximity, Inc., Class A                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      139586 | NS      | $8562205.24   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                        | Argenx SE                                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Short            | EC               | CORP              | NL        |       -4378 | NS      | $-2423586.04  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    47000000 | PA      | $228405.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     3621514 | PA      | $-37768.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        1571 | NS      | $785468.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      148991 | NS      | $9913726.97   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-186.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                     | Tokyu Fudosan Holdings Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      119200 | NS      | $851830.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3881.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                           | RWE AG                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      111372 | NS      | $4654034.65   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                                  | Brookfield Infrastructure Corp., Class A                                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Short            | EC               | CORP              | CA        |      -59052 | NS      | $-2457048.89  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                       | Zalando SE                                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |      140946 | NS      | $4650842.57   | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        3396 | NS      | $3041933.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                             | Curtiss-Wright Corp.                                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       16527 | NS      | $8074265.85   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40792.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SPI 200 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         503 | NC      | $220822.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                            | Dexus                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -668253 | NS      | $-2932930.21  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                             | ENEOS Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      215000 | NS      | $1065719.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5955.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1430.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       34556 | NS      | $3667082.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                          | Mid-America Apartment Communities, Inc.                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       24777 | NS      | $3667243.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                        | InPost SA                                                                              | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Short            | EC               | CORP              | LU        |     -109115 | NS      | $-1815860.21  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9448.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      320000 | NS      | $5547646.48   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                   | Marubeni Corp.                                                                         | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Short            | EC               | CORP              | JP        |     -132400 | NS      | $-2668951.93  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130478.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-85282.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PrairieSky Royalty Ltd.                                          | PrairieSky Royalty Ltd.                                                                | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Short            | EC               | CORP              | CA        |      -81405 | NS      | $-1411996.40  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                                       | Freenet AG                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       68940 | NS      | $2247407.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1326.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group plc                                                 | Pennon Group plc                                                                       | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Short            | EC               | CORP              | GB        |     -279299 | NS      | $-1926952.45  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      150402 | NS      | $6962108.58   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       71064 | NS      | $2089281.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $-398501.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45266.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13391.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                                | Shiseido Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Short            | EC               | CORP              | JP        |     -307900 | NS      | $-5499295.04  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1776.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masimo Corp.                                                     | Masimo Corp.                                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |      -12069 | NS      | $-2030247.18  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Halma plc                                                        | Halma plc                                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Short            | EC               | CORP              | GB        |      -23583 | NS      | $-1036570.11  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1646.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   176300000 | PA      | $222997.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          24 | NC      | $307682.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                                    | Novanta, Inc.                                                                          | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -26008 | NS      | $-3353211.44  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10313.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                          | Puma SE                                                                                | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Short            | EC               | CORP              | DE        |      -20077 | NS      | $-548741.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                           | Toray Industries, Inc.                                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |      385400 | NS      | $2638160.12   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                     | Bankinter SA                                                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Short            | EC               | CORP              | ES        |     -169496 | NS      | $-2212681.32  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc., Class A                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |       -2401 | NS      | $-1384752.74  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                        | TPG, Inc.                                                                              | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |      -56288 | NS      | $-2952305.60  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6606.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Short            | EC               | CORP              | NL        |      -24772 | NS      | $-594833.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6962.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1741.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co. Ltd.                                     | Iida Group Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |      167600 | NS      | $2360854.85   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Group Services, Inc.                                        | Boyd Group Services, Inc.                                                              | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Short            | EC               | CORP              | CA        |       -6861 | NS      | $-1077707.29  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                                    | Autoliv, Inc.                                                                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Short            | EC               | CORP              | US        |      -30633 | NS      | $-3427832.70  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100748.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-330.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56330.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27335.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -275978 | NS      | $-2097432.80  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6117.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       34699 | NS      | $6458524.87   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                  | D'ieteren Group                                                                        | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Short            | EC               | CORP              | BE        |       -6973 | NS      | $-1501630.29  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2794.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19065.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1384.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6396.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $83547.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-537632.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1518.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                  | Air Lease Corp., Class A                                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Short            | EC               | CORP              | US        |      -38269 | NS      | $-2238353.81  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -46 | NC      | $-179564.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                        | Holmen AB, Class B                                                                     | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Short            | EC               | CORP              | SE        |      -48209 | NS      | $-1909661.27  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Short            | EC               | CORP              | IE        |      -16080 | NS      | $-5740399.20  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                           | Celsius Holdings, Inc.                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -45776 | NS      | $-2123548.64  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                           | Medpace Holdings, Inc.                                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       13711 | NS      | $4303334.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co. Ltd.                                                    | Rohm Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Short            | EC               | CORP              | JP        |      -57500 | NS      | $-732013.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3382.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2915.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                 | Weyerhaeuser Co.                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               | CORP              | US        |      -22247 | NS      | $-571525.43   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11256.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6171.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |      -35373 | NS      | $-2569140.99  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                                            | Roivant Sciences Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Short            | EC               | CORP              | BM        |     -203056 | NS      | $-2288441.12  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                                    | Premier, Inc., Class A                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       88154 | NS      | $1933217.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27333.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                     | Neurocrine Biosciences, Inc.                                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       22742 | NS      | $2858441.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11879.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10500000 | PA      | $22187.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       11866 | NS      | $3886115.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                        | KBR, Inc.                                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Short            | EC               | CORP              | US        |      -35249 | NS      | $-1689837.06  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       12083 | NS      | $1043246.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2034.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                 | Clorox Co. (The)                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |      -24147 | NS      | $-2899330.29  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                       | Demant A/S                                                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |       19529 | NS      | $815952.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30700.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        -339 | NC      | $-1039584.63  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |      -37777 | NS      | $-2403372.74  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6345.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warner Music Group Corp.                                         | Warner Music Group Corp., Class A                                                      | CUSIP: 934550203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -25911 | NS      | $-705815.64   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        2837 | NS      | $2234506.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       25986 | NS      | $3573594.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       12301 | NS      | $3626088.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                       | Allegro MicroSystems, Inc.                                                             | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -112722 | NS      | $-3853965.18  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                            | Regency Centers Corp.                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               | CORP              | US        |      -19090 | NS      | $-1359780.70  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE/MIB Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         366 | NC      | $941695.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27385.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21655.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2924.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co. Ltd.                                           | Sugi Holdings Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               | CORP              | JP        |       37000 | NS      | $845826.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29200000 | PA      | $-24217.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                      | Shin-Etsu Chemical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Short            | EC               | CORP              | JP        |      -67100 | NS      | $-2215774.96  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |       -9102 | NS      | $-1201828.08  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Short            | EC               | CORP              | NL        |      -21282 | NS      | $-4452210.34  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |      -66027 | NS      | $-7320413.49  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-455437.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                               | Nippon Telegraph & Telephone Corp.                                                     | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Short            | EC               | CORP              | JP        |    -2909300 | NS      | $-3110363.02  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14627.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank OZK                                                         | Bank OZK                                                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      101023 | NS      | $4754142.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                             | Old National Bancorp                                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       76061 | NS      | $1623141.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |      -27550 | NS      | $-2886138.00  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1148.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6109.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |      -10095 | NS      | $-3816717.60  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                     | Prysmian SpA                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       63562 | NS      | $4500140.02   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   570500000 | PA      | $-126344.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                        | Sampo OYJ, Class A                                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Short            | EC               | CORP              | FI        |     -405615 | NS      | $-4365433.18  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc., Class A                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       10755 | NS      | $1749623.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103918.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22585.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15373.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co.                                          | Abercrombie & Fitch Co., Class A                                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       19284 | NS      | $1597679.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     5085114 | PA      | $-18687.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |     -151473 | NS      | $-6125660.44  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Short            | EC               | CORP              | CA        |       -8564 | NS      | $-269167.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       38682 | NS      | $2168512.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |      -43046 | NS      | $-6800837.54  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        8529 | NS      | $1908534.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                | Asahi Kasei Corp.                                                                      | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      237900 | NS      | $1693554.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Short            | EC               | CORP              | FR        |      -25629 | NS      | $-3435017.29  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |       -7826 | NS      | $-1516757.06  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24945.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                                     | Mirvac Group                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -767413 | NS      | $-1113484.41  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25204.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16534.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                        | Solvay SA                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |       37968 | NS      | $1315092.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                        | Sanofi SA                                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       55210 | NS      | $5345085.14   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                                         | Howden Joinery Group plc                                                               | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |       64897 | NS      | $763157.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |      166200 | NS      | $2131235.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Live                                 | Liberty Media Corp.-Liberty Live, Class C                                              | CUSIP: 531229722<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -57683 | NS      | $-4681552.28  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       21251 | NS      | $4990584.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8287.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $464.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73854.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Short            | EC               | CORP              | CH        |      -64973 | NS      | $-2205948.35  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -64599 | NS      | $-4545831.63  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                                         | Next plc                                                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       12996 | NS      | $2219638.56   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                         | Japan Post Bank Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      571300 | NS      | $6158916.34   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                  | Selective Insurance Group, Inc.                                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |      -11529 | NS      | $-998987.85   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1779.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                   | Fortescue Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      384555 | NS      | $3865636.40   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $941.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc., Class A                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       10048 | NS      | $2477937.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                               | Everest Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |        9827 | NS      | $3339705.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      271892 | NS      | $4199044.57   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16700.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    79700000 | PA      | $-28949.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8379.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22197.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                               | Mettler-Toledo International, Inc.                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        4288 | NS      | $5037199.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $77301.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      136500 | NS      | $3522617.71   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Short            | EC               | CORP              | JP        |     -168100 | NS      | $-1552541.66  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10336.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1909.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        9360 | NS      | $2414880.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                | Daito Trust Construction Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |       23400 | NS      | $2548692.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                            | Eagle Materials, Inc.                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Short            | EC               | CORP              | US        |       -9341 | NS      | $-1887909.51  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        4875 | NS      | $322968.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                            | Asahi Intecc Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Short            | EC               | CORP              | JP        |      -99900 | NS      | $-1580419.44  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                        | Logitech International SA (Registered)                                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       40334 | NS      | $3657668.33   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7401.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-554986.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       17454 | NS      | $2648295.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       81891 | NS      | $3893619.64   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1516.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                  | thyssenkrupp AG                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |      463138 | NS      | $4991794.75   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43312.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                             | Light & Wonder, Inc.                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Short            | EC               | CORP              | US        |       -5308 | NS      | $-510948.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                                                   | Jyske Bank A/S (Registered)                                                            | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |       27775 | NS      | $2810584.67   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $162127.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                                        | IHI Corp.                                                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Short            | EC               | CORP              | JP        |      -38100 | NS      | $-4121039.48  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.                         | CCC Intelligent Solutions Holdings, Inc.                                               | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -36262 | NS      | $-341225.42   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-186.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                             | FTI Consulting, Inc.                                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |       -6481 | NS      | $-1046681.50  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154152.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB, Class A                                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       94513 | NS      | $2503302.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       22536 | NS      | $5555349.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       17694 | NS      | $3050622.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -39 | NC      | $-591721.03   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-85269.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | EC               | CORP              | US        |       -3245 | NS      | $-2296648.75  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                       | Merck KGaA                                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Short            | EC               | CORP              | DE        |      -16168 | NS      | $-2096316.16  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7385.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11873.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc, Class A                                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      109510 | NS      | $3945645.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co. Ltd.                                                 | Niterra Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Short            | EC               | CORP              | JP        |      -45600 | NS      | $-1516123.79  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       61655 | NS      | $4566785.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21637.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2056.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                     | Kemper Corp.                                                                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Short            | EC               | CORP              | US        |      -26569 | NS      | $-1714763.26  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       69533 | NS      | $2211844.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                    | Akzo Nobel NV                                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Short            | EC               | CORP              | NL        |       -9805 | NS      | $-687954.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                              | Gaming and Leisure Properties, Inc.                                                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       15838 | NS      | $739317.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6788.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                                | Ashtead Group plc                                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Short            | EC               | CORP              | GB        |      -62143 | NS      | $-3984986.09  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                        | Recruit Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       69600 | NS      | $4092942.07   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   235000000 | PA      | $168642.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                          | Kirin Holdings Co. Ltd.                                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      149600 | NS      | $2096439.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      110400 | NS      | $3642486.78   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                        | Illinois Tool Works, Inc.                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |      -10205 | NS      | $-2523186.25  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8508 | NS      | $-843227.88   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-679.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp.                                         | Texas Pacific Land Corp.                                                               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1911 | NS      | $2018761.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.                                  | Everus Construction Group, Inc.                                                        | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Short            | EC               | CORP              | US        |      -12617 | NS      | $-801558.01   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130497.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1007.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90176.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                     | VAT Group AG                                                                           | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Short            | EC               | CORP              | CH        |      -14220 | NS      | $-6025471.64  | -0.41%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10036.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd.                                              | Technology One Ltd.                                                                    | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |       72948 | NS      | $1966361.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co., Class A                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |      -26948 | NS      | $-3460392.68  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-124554.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                                     | Inchcape plc                                                                           | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |       87723 | NS      | $874062.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                    | Healthcare Realty Trust, Inc.                                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               | CORP              | US        |      -66535 | NS      | $-1055245.10  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17847.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20923.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                              | Toll Brothers, Inc.                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        6870 | NS      | $784073.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          33 | NC      | $291707.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1048.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class A                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       65282 | NS      | $3658403.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                     | Dai-ichi Life Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      657600 | NS      | $4999474.09   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                              | NGK Insulators Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |      266200 | NS      | $3341236.91   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-118195.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                    | JB Hi-Fi Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      130285 | NS      | $9467332.17   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                          | Ryohin Keikaku Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      168300 | NS      | $8071457.55   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18266.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-348672.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35366.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                | QuidelOrtho Corp.                                                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Short            | EC               | CORP              | US        |      -64204 | NS      | $-1850359.28  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2327000000 | PA      | $-738048.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                              | Hamilton Lane, Inc., Class A                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Short            | EC               | CORP              | US        |       -5735 | NS      | $-815058.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                                       | Embraer SA                                                                             | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |       30917 | NS      | $1759486.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                           | Stifel Financial Corp.                                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       36231 | NS      | $3760053.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26086.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Animation Co. Ltd.                                          | Toei Animation Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       22300 | NS      | $508507.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |      -29153 | NS      | $-4106491.58  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    96260137 | PA      | $766979.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                                     | Amplifon SpA                                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Short            | EC               | CORP              | IT        |     -112975 | NS      | $-2653309.88  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                | Compass Group plc                                                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       69009 | NS      | $2337473.46   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp.                                                                      | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      285200 | NS      | $5507632.14   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | EC               | CORP              | US        |      -79470 | NS      | $-3317872.50  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8908.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -11883 | NS      | $-2327047.89  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |      -27855 | NS      | $-4855962.15  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43107.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6777.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -102945 | NS      | $-2491269.00  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     7895121 | NS      | $8451347.11   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      257604 | NS      | $7367474.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10600000 | PA      | $22399.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Short            | EC               | CORP              | JP        |     -148300 | NS      | $-3855848.39  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        1084 | NS      | $1981508.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                        | Orkla ASA                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Short            | EC               | CORP              | NO        |      -47274 | NS      | $-514884.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $288866.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   261400000 | PA      | $-137189.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               | CORP              | US        |      -70003 | NS      | $-1406360.27  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100853.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        7581 | NS      | $3064391.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8674.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                                      | Tosoh Corp.                                                                            | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |      253900 | NS      | $3715494.25   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    96932467 | PA      | $271236.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc., Class A                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |       -6062 | NS      | $-1656199.02  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                  | ASML Holding NV                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |       -4501 | NS      | $-3606817.10  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                          | Lantheus Holdings, Inc.                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |        7948 | NS      | $650623.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15554.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3357.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2089.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                    | Trimble, Inc.                                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       24028 | NS      | $1825647.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Short            | EC               | CORP              | US        |      -31793 | NS      | $-7742231.36  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $433017.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Short            | EC               | CORP              | US        |      -17331 | NS      | $-2839857.66  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24724.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JE        |      -66324 | NS      | $-4524623.28  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Saputo, Inc.                                                     | Saputo, Inc.                                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |       50612 | NS      | $1035840.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                           | AP Moller - Maersk A/S, Class B                                                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        2145 | NS      | $3989053.40   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-723.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Short            | EC               | CORP              | AU        |     -330515 | NS      | $-3154886.05  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG                                                                             | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       42986 | NS      | $4476555.58   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AAON, Inc.                                                       | AAON, Inc.                                                                             | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19056 | NS      | $-1405380.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1092.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                        | Elisa OYJ                                                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        5871 | NS      | $326318.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                         | Lifco AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Short            | EC               | CORP              | SE        |      -30685 | NS      | $-1243565.29  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc., Class A                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      276983 | NS      | $5957904.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1291.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       25649 | NS      | $2589266.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc., Class B                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |       -4806 | NS      | $-1962818.46  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1546.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39738.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                  | Adecco Group AG (Registered)                                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       89196 | NS      | $2657858.39   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp.                                                        | UGI Corp.                                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      102255 | NS      | $3724127.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                                    | Snap-on, Inc.                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       10293 | NS      | $3202975.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Unibrew A/S                                                | Royal Unibrew A/S                                                                      | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |        5718 | NS      | $467190.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $329924.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2173.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent, Inc.                                                 | BayCurrent, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -44700 | NS      | $-2299566.86  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137877.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1727.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                                           | Yancoal Australia Ltd.                                                                 | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |      409545 | NS      | $1556177.98   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54761.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22194.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87292.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBS Holdings, Inc.                                               | TBS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       88200 | NS      | $3092349.69   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-367.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4161.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                         | Valeo SE                                                                               | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      192731 | NS      | $2115569.68   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Short            | EC               | CORP              | JP        |     -352100 | NS      | $-2634790.64  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $299.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      154529 | NS      | $11084365.17  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                                  | BAE Systems plc                                                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Short            | EC               | CORP              | GB        |     -109040 | NS      | $-2829902.75  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $437156.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Residence Investment Corp.                               | Advance Residence Investment Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |        -580 | NS      | $-602135.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       27388 | NS      | $5513478.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    81000000 | PA      | $91997.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $83552.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                     | Cameco Corp.                                                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |     -116849 | NS      | $-8677759.77  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-205269.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $941.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTracker, Inc.                                                 | NEXTracker, Inc., Class A                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6627 | NS      | $360309.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    17613480 | PA      | $-153656.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        9912 | NS      | $1116983.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | Edison International                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      142742 | NS      | $7365487.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71890.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                                        | Marks & Spencer Group plc                                                              | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     1396051 | NS      | $6794613.26   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                | T-Mobile US, Inc.                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |      -16500 | NS      | $-3931290.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-216490.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6026.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com NV                                         | Just Eat Takeaway.com NV                                                               | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |      132791 | NS      | $3040397.68   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Man Group plc                                                    | Man Group plc                                                                          | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |      350309 | NS      | $813796.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                            | MGIC Investment Corp.                                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       35091 | NS      | $976933.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-59831.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       55611 | NS      | $8494580.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13331.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18735.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8635.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-448390.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lucid Group, Inc.                                                | Lucid Group, Inc.                                                                      | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | EC               | CORP              | US        |     -862357 | NS      | $-1819573.27  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |      -32752 | NS      | $-3243758.08  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -20 | NC      | $-410917.83   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                               | Tokyo Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      134900 | NS      | $4487057.80   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Silver                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -230 | NC      | $376672.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      123837 | NS      | $9802936.92   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                                      | Disco Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -9900 | NS      | $-2932810.01  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc., Class A                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        3145 | NS      | $1767301.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.                                | Singapore Telecommunications Ltd.                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Short            | EC               | CORP              | SG        |     -546500 | NS      | $-1647581.90  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |      -15035 | NS      | $-3417605.85  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3423.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     2604093 | NS      | $12032916.12  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      147394 | NS      | $7556890.38   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     3121548 | NS      | $3282363.91   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      482514 | NS      | $13963955.16  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                 | Mitsubishi Heavy Industries Ltd.                                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Short            | EC               | CORP              | JP        |     -181300 | NS      | $-4536921.57  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital, Inc.                                           | Blue Owl Capital, Inc., Class A                                                        | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -96035 | NS      | $-1844832.35  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                       | Tenaris SA                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |      276374 | NS      | $5180543.77   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                            | Kansai Paint Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       30300 | NS      | $415433.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1672.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S, Class B                                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Short            | EC               | CORP              | DK        |     -168043 | NS      | $-11644380.04 | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8262.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund, Inc.                                       | Nippon Building Fund, Inc.                                                             | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Short            | EC               | CORP              | JP        |       -1145 | NS      | $-1057269.28  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |       90412 | NS      | $2788548.74   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18228.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6606.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                                    | Cochlear Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Short            | EC               | CORP              | AU        |       -8145 | NS      | $-1610885.63  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       89058 | NS      | $4996153.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd.                                                      | Keppel Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Short            | EC               | CORP              | SG        |    -1230200 | NS      | $-7183845.18  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                          | Kite Realty Group Trust                                                                | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -220984 | NS      | $-5005287.60  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      258465 | NS      | $6265191.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      101225 | NS      | $9080055.33   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6164.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       24244 | NS      | $2304634.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5023.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3093.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    10851840 | PA      | $135113.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp.                                             | Sanwa Holdings Corp.                                                                   | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |       62100 | NS      | $2059586.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4378.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                          | Gildan Activewear, Inc.                                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |       -5794 | NS      | $-285498.37   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                                     | PACCAR, Inc.                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Short            | EC               | CORP              | US        |       -5963 | NS      | $-566842.78   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28836.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5623.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |        2860 | NS      | $852924.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Travis Perkins plc                                               | Travis Perkins plc                                                                     | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | EC               | CORP              | GB        |      127554 | NS      | $1063453.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31960.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                           | BP plc                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Short            | EC               | CORP              | GB        |     -269485 | NS      | $-1342654.40  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236582.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8266.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56916.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-440.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc.                                                                 | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Short            | EC               | CORP              | US        |      -89440 | NS      | $-441833.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                   | Rheinmetall AG                                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Short            | EC               | CORP              | DE        |       -1094 | NS      | $-2316762.32  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                | TripAdvisor, Inc.                                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      142010 | NS      | $1853230.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17822.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair plc                                                      | Pentair plc                                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       14911 | NS      | $1530763.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-554908.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                      | Nippon Sanso Holdings Corp.                                                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Short            | EC               | CORP              | JP        |      -35300 | NS      | $-1335805.28  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $253464.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                                  | Insperity, Inc.                                                                        | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Short            | EC               | CORP              | US        |      -13123 | NS      | $-788954.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                                       | FDJ UNITED                                                                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Short            | EC               | CORP              | FR        |      -11830 | NS      | $-464213.11   | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Universal Music Group NV                                         | Universal Music Group NV                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |      -87643 | NS      | $-2843188.14  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp., Class A                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               | CORP              | US        |       -7190 | NS      | $-2217108.40  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                                        | Extra Space Storage, Inc.                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -33862 | NS      | $-4992613.28  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                                     | Daiwa Securities Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Short            | EC               | CORP              | JP        |     -525900 | NS      | $-3734956.42  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |     -450232 | NS      | $-4885017.20  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |      -74710 | NS      | $-10599107.70 | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $399551.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                    | Industria de Diseno Textil SA                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       74564 | NS      | $3889761.72   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                   | Teleflex, Inc.                                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       18937 | NS      | $2241383.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                    | JDE Peet's NV                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Short            | EC               | CORP              | NL        |       -9637 | NS      | $-275276.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $612.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6783.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                                | Bachem Holding AG, Class B                                                             | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Short            | EC               | CORP              | CH        |      -17381 | NS      | $-1274910.91  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       14395 | NS      | $2072880.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                       | Taylor Morrison Home Corp., Class A                                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       68114 | NS      | $4183561.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10305.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SET50 Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |       -1124 | NC      | $90859.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                | Sumitomo Mitsui Trust Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      139700 | NS      | $3715661.07   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                           | Cie de Saint-Gobain SA                                                                 | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       96290 | NS      | $11311691.40  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3210.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asmodee Group AB                                                 | Asmodee Group AB, Class B                                                              | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | EC               | CORP              | SE        |       76355 | NS      | $1014107.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8365.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies, Inc.                                         | Ormat Technologies, Inc.                                                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       14004 | NS      | $1172975.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |      -57384 | NS      | $-4773201.12  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15613.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6821.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1740.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                       | ZOZO, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       94400 | NS      | $1019964.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Short            | EC               | CORP              | JP        |      -58200 | NS      | $-561214.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25323.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       27911 | NS      | $4917789.36   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                                              | IPG Photonics Corp.                                                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        4730 | NS      | $324714.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                                     | DiaSorin SpA                                                                           | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Short            | EC               | CORP              | IT        |      -11990 | NS      | $-1283290.25  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Ensign Group, Inc. (The)                                         | Ensign Group, Inc. (The)                                                               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Short            | EC               | CORP              | US        |      -23627 | NS      | $-3644701.02  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3917.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                           | Chocoladefabriken Lindt & Spruengli AG                                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Short            | EC               | CORP              | CH        |         -81 | NS      | $-1365141.79  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   106100000 | PA      | $-27986.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                         | Mueller Industries, Inc.                                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       31960 | NS      | $2539861.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                                     | Azenta, Inc.                                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |     -102675 | NS      | $-3160336.50  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Investment Corp.                         | Japan Metropolitan Fund Investment Corp.                                               | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Short            | EC               | CORP              | JP        |       -1697 | NS      | $-1202777.38  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25062.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6972.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                         | Mowi ASA                                                                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Short            | EC               | CORP              | NO        |      -33279 | NS      | $-642731.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20114.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      253484 | NS      | $5961943.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                                   | Watts Water Technologies, Inc., Class A                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        7715 | NS      | $1897041.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51061.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                              | Banca Monte dei Paschi di Siena SpA                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      287482 | NS      | $2438295.18   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6820.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5677.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5256.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-818.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                          | Canadian Utilities Ltd., Class A                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Short            | EC               | CORP              | CA        |      -16234 | NS      | $-449199.28   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                         | Ipsen SA                                                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       11436 | NS      | $1362231.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                         | Sagax AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Short            | EC               | CORP              | SE        |      -99022 | NS      | $-2269012.24  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Enovis Corp.                                                     | Enovis Corp.                                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |      -71830 | NS      | $-2252588.80  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-348457.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                     | Sun Hung Kai Properties Ltd.                                                           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      298000 | NS      | $3433867.98   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd.                                            | Assured Guaranty Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       22946 | NS      | $1998596.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |      -91513 | NS      | $-3082157.84  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                       | Ferrari NV                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |       -3330 | NS      | $-1631403.30  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385855.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11247.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                       | Temenos AG (Registered)                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |       11188 | NS      | $803691.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $921.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-341955.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10098.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                                 | MSA Safety, Inc.                                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Short            | EC               | CORP              | US        |       -9078 | NS      | $-1520837.34  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    96700000 | PA      | $1494928.29   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12981.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3336.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                            | Arista Networks, Inc.                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       89754 | NS      | $9182731.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7781.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                                   | CAR Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |       30341 | NS      | $747216.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22156.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2626.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                     | Dai Nippon Printing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |      148000 | NS      | $2246616.04   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA/NV                                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       96252 | NS      | $6511217.29   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                            | Swiss Life Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Short            | EC               | CORP              | CH        |       -5517 | NS      | $-5585213.89  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                                        | Orion OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        3728 | NS      | $280470.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                             | Rentokil Initial plc                                                                   | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Short            | EC               | CORP              | GB        |     -879949 | NS      | $-4245550.53  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                                   | Hulic Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Short            | EC               | CORP              | JP        |     -308000 | NS      | $-3106728.59  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Natural Gas                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -108 | NC      | $260388.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                                     | Waters Corp.                                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Short            | EC               | CORP              | US        |       -1859 | NS      | $-648865.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1626.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       33220 | NS      | $2128405.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab, Inc.                                                     | Gitlab, Inc., Class A                                                                  | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Short            | EC               | CORP              | US        |      -34519 | NS      | $-1557152.09  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $847.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $117964.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1939.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education, Inc.                                     | Grand Canyon Education, Inc.                                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       36050 | NS      | $6813450.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1290.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                   | Shizuoka Financial Group, Inc.                                                         | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Short            | EC               | CORP              | JP        |      -81200 | NS      | $-944768.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6219.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47019.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Short            | EC               | CORP              | US        |       -5265 | NS      | $-1455140.70  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154947.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                             | MS&AD Insurance Group Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      191100 | NS      | $4272156.73   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14043.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                         | Tryg A/S                                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Short            | EC               | CORP              | DK        |      -22499 | NS      | $-581626.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                           | Brunello Cucinelli SpA                                                                 | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Short            | EC               | CORP              | IT        |      -13911 | NS      | $-1688835.48  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -25279 | NS      | $-1617603.21  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26929.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                                | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Short            | EC               | CORP              | NL        |      -23403 | NS      | $-3147595.11  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -33400 | NS      | $-4477626.49  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      120077 | NS      | $2455574.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd.                                                        | SEEK Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Short            | EC               | CORP              | AU        |      -31251 | NS      | $-494571.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16632.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                          | SSAB AB, Class B                                                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |      406437 | NS      | $2405782.79   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-366.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                       | Hexagon AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Short            | EC               | CORP              | SE        |     -215460 | NS      | $-2171750.27  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove plc                                                    | Rightmove plc                                                                          | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |       43343 | NS      | $469119.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -12059 | NS      | $-3846579.82  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29662.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24776.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       84288 | NS      | $3089155.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47009.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                    | Raymond James Financial, Inc.                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       31071 | NS      | $4765359.27   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $336.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2087.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                           | US Foods Holding Corp.                                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       50517 | NS      | $3890314.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                                   | First American Financial Corp.                                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |      -56414 | NS      | $-3463255.46  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                        | Banque Cantonale Vaudoise (Registered)                                                 | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Short            | EC               | CORP              | CH        |      -26342 | NS      | $-3038096.75  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14044.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orix JREIT, Inc.                                                 | Orix JREIT, Inc.                                                                       | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |         503 | NS      | $656186.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      333951 | NS      | $5394684.99   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14194.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                         | Vinci SA                                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       10279 | NS      | $1515848.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |      -23041 | NS      | $-2400872.20  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                           | Mercedes-Benz Group AG                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Short            | EC               | CORP              | DE        |      -67119 | NS      | $-3910363.69  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                        | APA Group                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |    -1082741 | NS      | $-5821645.11  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                                          | Aramark                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       92188 | NS      | $3859911.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    60000000 | PA      | $59070046.80  | 4.01%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                                   | Teradyne, Inc.                                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        8644 | NS      | $777268.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79430.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       22830 | NS      | $4508696.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        3829 | NS      | $1140659.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3884.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                     | Northern Star Resources Ltd.                                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Short            | EC               | CORP              | AU        |     -276551 | NS      | $-3415995.15  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       16979 | NS      | $1516054.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                | Pegasystems, Inc.                                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       41350 | NS      | $2238275.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-278.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32500000 | PA      | $191605.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Short            | EC               | CORP              | IT        |      -92997 | NS      | $-6238553.41  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                    | MongoDB, Inc., Class A                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |      -14252 | NS      | $-2992777.48  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                | Essent Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       21035 | NS      | $1277455.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |      -20277 | NS      | $-2002353.75  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |       -9312 | NS      | $-2216442.24  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                                   | Wingstop, Inc.                                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |       -6250 | NS      | $-2104625.00  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-475557.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                         | Panasonic Holdings Corp.                                                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |      921700 | NS      | $9861566.20   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                        | CDW Corp.                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |      -15761 | NS      | $-2814756.99  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                               | Teleperformance SE                                                                     | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       14983 | NS      | $1455258.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6068.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       70327 | NS      | $2889033.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47321.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-785.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-98.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Short            | EC               | CORP              | FR        |      -28084 | NS      | $-1002651.51  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2725.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                             | Hartford Insurance Group, Inc. (The)                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       54765 | NS      | $6948035.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-331772.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Short            | EC               | CORP              | CA        |      -61817 | NS      | $-3602114.15  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-457700.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7401.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Short            | EC               | CORP              | AU        |     -223057 | NS      | $-3169096.43  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4347.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5021.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5898.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                     | Experian plc                                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Short            | EC               | CORP              | JE        |      -26921 | NS      | $-1388215.19  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast, Inc.                                                      | Toast, Inc., Class A                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |      -52960 | NS      | $-2345598.40  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                       | Essex Property Trust, Inc.                                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Short            | EC               | CORP              | US        |       -2453 | NS      | $-695180.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44500.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp.                                                     | Bruker Corp.                                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |      -68584 | NS      | $-2825660.80  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd.                                                 | Pro Medicus Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       62960 | NS      | $11781999.86  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                           | CK Asset Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      131872 | NS      | $582719.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31959.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                        | Mapfre SA                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      976568 | NS      | $4000218.04   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                                        | Nexstar Media Group, Inc., Class A                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       18903 | NS      | $3269273.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4957.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                    | Corteva, Inc.                                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               | CORP              | US        |       -7970 | NS      | $-594004.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2210000000 | PA      | $-1304000.98  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2277.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp.                                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Short            | EC               | CORP              | JP        |      -55800 | NS      | $-1259220.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-235985.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                      | Warner Bros Discovery, Inc.                                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      290569 | NS      | $3329920.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                             | Schindler Holding AG                                                                   | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |        7823 | NS      | $2913052.04   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15632.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       11129 | NS      | $2329856.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      339583 | NS      | $1656550.59   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., Class A                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -59793 | NS      | $-4061738.49  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14193.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34734.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |      -22862 | NS      | $-2926564.62  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       72123 | NS      | $5469808.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22795.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |     -106303 | NS      | $-3781197.71  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                                        | Flutter Entertainment plc                                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Short            | EC               | CORP              | IE        |       -5454 | NS      | $-1558535.04  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp. Japan                                               | Oracle Corp. Japan                                                                     | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       18300 | NS      | $2181188.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd.                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      516378 | NS      | $7951770.38   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                         | iA Financial Corp., Inc.                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       35670 | NS      | $3910537.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2389.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11229.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188882.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3241000 | PA      | $3193237.74   | 0.22%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6552.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                          | Siemens Healthineers AG                                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Short            | EC               | CORP              | DE        |     -107734 | NS      | $-5980784.39  | -0.41%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                         | Jones Lang LaSalle, Inc.                                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       17313 | NS      | $4428319.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |      -28832 | NS      | $-2069272.64  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-104499.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                     | Sartorius AG (Preference)                                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Short            | EP               | CORP              | DE        |      -23288 | NS      | $-5931402.83  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                         | Hermes International SCA                                                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Short            | EC               | CORP              | FR        |        -421 | NS      | $-1141274.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137813.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       37712 | NS      | $1851849.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Short            | EC               | CORP              | NL        |      -19351 | NS      | $-251977.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IAC, Inc.                                                        | IAC, Inc.                                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       36076 | NS      | $1347077.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8982.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE, Inc.                                                        | CAE, Inc.                                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |       17792 | NS      | $521445.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1773.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-64837.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8343.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      977660 | PA      | $14038.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   456000000 | PA      | $-1585207.11  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                         | Sartorius Stedim Biotech                                                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Short            | EC               | CORP              | FR        |      -23919 | NS      | $-5722918.09  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                               | EPAM Systems, Inc.                                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1906 | NS      | $337018.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               | CORP              | US        |       -7791 | NS      | $-1224199.83  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                                   | FactSet Research Systems, Inc.                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |       -2297 | NS      | $-1027402.16  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                | Pinnacle Financial Partners, Inc.                                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       15327 | NS      | $1692254.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                                   | Exelixis, Inc.                                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      119541 | NS      | $5268769.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-456603.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25773.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                              | Helvetia Holding AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |       11232 | NS      | $2637006.84   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                          | M&G plc                                                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Short            | EC               | CORP              | GB        |    -1085608 | NS      | $-3837319.60  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Class B                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Short            | EC               | CORP              | CA        |     -120874 | NS      | $-3585166.78  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                                                | Taylor Wimpey plc                                                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Short            | EC               | CORP              | GB        |     -796844 | NS      | $-1299424.26  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Short            | EC               | CORP              | US        |      -11722 | NS      | $-773183.12   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       14333 | NS      | $669207.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16673.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                             | Barrick Mining Corp.                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       64979 | NS      | $1352784.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      113869 | NS      | $4042349.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-475643.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1048.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    83800000 | PA      | $1110803.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1100.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greif, Inc.                                                      | Greif, Inc., Class A                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       32306 | NS      | $2099566.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                          | United Bankshares, Inc.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       27747 | NS      | $1010823.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-117491.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13523.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                    | Popular, Inc.                                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       58053 | NS      | $6398021.13   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                               | Telstra Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      517427 | NS      | $1649879.38   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       70654 | NS      | $5265136.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-441.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                       | Ampol Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Short            | EC               | CORP              | AU        |      -91617 | NS      | $-1552721.14  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                            | DENTSPLY SIRONA, Inc.                                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      215495 | NS      | $3422060.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -9993 | NS      | $-5081340.57  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |     -112903 | NS      | $-4842409.67  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18261.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc., Class A                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |     -517780 | NS      | $-3536437.40  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $487.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                          | Dell Technologies, Inc., Class C                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |      -29398 | NS      | $-3604194.80  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   681700000 | PA      | $136380.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                                            | GLOBALFOUNDRIES, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |        7753 | NS      | $296164.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyno Nobel Ltd.                                                  | Dyno Nobel Ltd.                                                                        | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |     1323949 | NS      | $2343362.79   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       10493 | NS      | $1459681.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14028.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                             | Globus Medical, Inc., Class A                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       28779 | NS      | $1698536.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                                          | Rivian Automotive, Inc., Class A                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |      -75870 | NS      | $-1042453.80  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd.                                            | Evolution Mining Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Short            | EC               | CORP              | AU        |      -71127 | NS      | $-370308.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   306000000 | PA      | $-126191.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                                     | Yamaha Corp.                                                                           | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Short            | EC               | CORP              | JP        |     -106900 | NS      | $-772561.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                      | Kirby Corp.                                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Short            | EC               | CORP              | US        |       -9107 | NS      | $-1032824.87  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                           | Lincoln National Corp.                                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       81787 | NS      | $2829830.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1198.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seaboard Corp.                                                   | Seaboard Corp.                                                                         | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |          55 | NS      | $157366.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                            | EMS-Chemie Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |       -1092 | NS      | $-825556.01   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       21742 | NS      | $6279089.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc.                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       27416 | NS      | $1786426.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                   | SiteOne Landscape Supply, Inc.                                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |      -14612 | NS      | $-1767175.28  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co. Ltd.                                         | Persol Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |     1284100 | NS      | $2506173.67   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93534.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                      | James Hardie Industries plc                                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Short            | EC               | CORP              | IE        |     -188101 | NS      | $-5051137.30  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-464238.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22285.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1418.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                    | Hankyu Hanshin Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -33000 | NS      | $-897060.69   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                 | Old Republic International Corp.                                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      131835 | NS      | $5067737.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       22270 | NS      | $4151573.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-64213.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19062.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22289.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                          | Mitsui Fudosan Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Short            | EC               | CORP              | JP        |     -593700 | NS      | $-5747657.83  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6870.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main, Inc.                                                | Core & Main, Inc., Class A                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -54928 | NS      | $-3314904.80  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $416.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70693.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5825.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                       | Cincinnati Financial Corp.                                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       18236 | NS      | $2715705.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      904068 | NS      | $7725553.38   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                          | Aon plc, Class A                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |      -24938 | NS      | $-8896880.88  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1165.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6948.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27977.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3216.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                        | Amundi SA                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       41009 | NS      | $3324017.41   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6165.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                | WW Grainger, Inc.                                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        2029 | NS      | $2110646.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41213.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                     | Advanced Micro Devices, Inc.                                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |      -38402 | NS      | $-5449243.80  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $296.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      129987 | NS      | $7187825.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60144.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp.                                                     | Cognex Corp.                                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               | CORP              | US        |     -164543 | NS      | $-5219303.96  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     1459169 | NS      | $12083200.76  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       19389 | NS      | $5187333.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Short            | EC               | CORP              | US        |       -7124 | NS      | $-5666928.28  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31487.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                        | Avolta AG                                                                              | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Short            | EC               | CORP              | CH        |      -28965 | NS      | $-1577755.27  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                      | Mitsubishi HC Capital, Inc.                                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |      392700 | NS      | $2891343.04   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Glacier Bancorp, Inc.                                            | Glacier Bancorp, Inc.                                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |      -54034 | NS      | $-2327784.72  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |      -19673 | NS      | $-1490623.21  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27546.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5622.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4381.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7583.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13554.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41365.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                         | Western Alliance Bancorp                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |      -42399 | NS      | $-3306274.02  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       81455 | NS      | $11445509.45  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1810.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |      115259 | NS      | $2568722.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5028.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3802.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |      -65933 | NS      | $-1789568.38  | -0.12%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Adobe, Inc.                                                      | Adobe, Inc.                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       22962 | NS      | $8883538.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6567.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acuity, Inc.                                                     | Acuity, Inc.                                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12774 | NS      | $3810995.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                                    | Japan Post Insurance Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |      191200 | NS      | $4328816.83   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |      -60541 | NS      | $-2051734.49  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                       | Woodside Energy Group Ltd.                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |     -347580 | NS      | $-5369037.12  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                  | Northwestern Energy Group, Inc.                                                        | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       31143 | NS      | $1597635.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                          | A2A SpA                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |     1916168 | NS      | $5161232.82   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                | Remy Cointreau SA                                                                      | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Short            | EC               | CORP              | FR        |      -20803 | NS      | $-1063323.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       58545 | NS      | $2633354.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                               | West Pharmaceutical Services, Inc.                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |      -12083 | NS      | $-2643760.40  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-432.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                              | Imperial Brands plc                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      155300 | NS      | $6135928.99   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149480.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8637.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      254420 | NS      | $14916644.60  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5034.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11820.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon plc                                                    | Persimmon plc                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Short            | EC               | CORP              | GB        |     -198971 | NS      | $-3539771.84  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-358486.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-573.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                  | NewMarket Corp.                                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        3107 | NS      | $2146502.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                             | Broadridge Financial Solutions, Inc.                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Short            | EC               | CORP              | US        |       -2629 | NS      | $-638925.87   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |     -217245 | NS      | $-5478073.19  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5983.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |       -3989 | NS      | $-2043604.59  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7942.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28515.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                      | Aflac, Inc.                                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |      -54228 | NS      | $-5718884.88  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $549.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                       | Cullen/Frost Bankers, Inc.                                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Short            | EC               | CORP              | US        |      -16974 | NS      | $-2181837.96  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-85180.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Grocery Outlet Holding Corp.                                     | Grocery Outlet Holding Corp.                                                           | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -170741 | NS      | $-2120603.22  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                                                      | Acerinox SA                                                                            | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |      196168 | NS      | $2504576.28   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32206.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2649.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                     | Qualys, Inc.                                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       32712 | NS      | $4673563.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-667.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                              | Veeva Systems, Inc., Class A                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       70821 | NS      | $20395031.58  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                   | Santen Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |      120400 | NS      | $1381643.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      353881 | NS      | $7427962.19   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd.                                                 | Gold Fields Ltd.                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       27412 | NS      | $648842.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1650.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Campbell's Co.                                               | The Campbell's Co.                                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |      -85106 | NS      | $-2608498.90  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22801.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                              | LVMH Moet Hennessy Louis Vuitton SE                                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Short            | EC               | CORP              | FR        |      -21041 | NS      | $-11012438.11 | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33878.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $162636.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                       | Lennox International, Inc.                                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        1976 | NS      | $1132722.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                     | ROBLOX Corp., Class A                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42995 | NS      | $4523074.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9614.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                                       | Performance Food Group Co.                                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       20190 | NS      | $1766019.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5573.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                          | Aristocrat Leisure Ltd.                                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      186757 | NS      | $8001565.11   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3718.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137825.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8456.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                | Wolters Kluwer NV                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       14580 | NS      | $2438331.65   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                          | Toyo Suisan Kaisha Ltd.                                                                | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       36500 | NS      | $2426049.80   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22773.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                           | General Dynamics Corp.                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       11215 | NS      | $3270966.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                              | Shionogi & Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      271800 | NS      | $4893019.91   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-348696.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    43960000 | PA      | $43066659.38  | 2.93%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50081.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10959.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                  | Seagate Technology Holdings plc                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Short            | EC               | CORP              | IE        |      -23156 | NS      | $-3342105.48  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19868.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1442.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                               | Ralph Lauren Corp., Class A                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        9345 | NS      | $2563146.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                     | GEA Group AG                                                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       22364 | NS      | $1567718.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    46900000 | PA      | $190662.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                   | Autodesk, Inc.                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        5467 | NS      | $1692419.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                              | TE Connectivity plc                                                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       11769 | NS      | $1985077.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc., Class A                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        1211 | NS      | $292238.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                                           | Lancaster Colony Corp.                                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               | CORP              | US        |       -1716 | NS      | $-296473.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       34047 | NS      | $2578719.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21457.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Short            | EC               | CORP              | CA        |     -259964 | NS      | $-4617976.25  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                            | TransDigm Group, Inc.                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1278 | NS      | $1943377.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-290.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stantec, Inc.                                                    | Stantec, Inc.                                                                          | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Short            | EC               | CORP              | CA        |       -4398 | NS      | $-478539.86   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc., Class B                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       19160 | NS      | $3470834.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7298.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11429.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                       | Lear Corp.                                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |       -8358 | NS      | $-793842.84   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $433116.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           0 | PA      | $-10.50       | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| Shimano, Inc.                                                    | Shimano, Inc.                                                                          | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |       -8100 | NS      | $-1174341.62  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54504.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      266143 | NS      | $4194413.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                                | Wynn Resorts Ltd.                                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |      -21343 | NS      | $-1999198.81  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                          | Credit Acceptance Corp.                                                                | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7650 | NS      | $-3897139.50  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd.                                                    | Toho Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |       24500 | NS      | $1445398.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                    | Alfa Laval AB                                                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |       10625 | NS      | $447510.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                     | Ventas, Inc.                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       32222 | NS      | $2034819.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16722.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $944.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                 | Pernod Ricard SA                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |      -56471 | NS      | $-5633058.18  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-425.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Display Corp.                                          | Universal Display Corp.                                                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20969 | NS      | $3238871.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44486.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-69453.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                  | Halliburton Co.                                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |     -113699 | NS      | $-2317185.62  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-265.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial, Inc.                                              | IGM Financial, Inc.                                                                    | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       65445 | NS      | $2067518.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                              | UMB Financial Corp.                                                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       14620 | NS      | $1537439.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      930791 | NS      | $5131937.80   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                       | Axis Capital Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       48082 | NS      | $4991873.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10971.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise plc                                                         | Wise plc, Class A                                                                      | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Short            | EC               | CORP              | GB        |      -55515 | NS      | $-793053.59   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                      | Randstad NV                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       33633 | NS      | $1554549.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                           | Sumitomo Realty & Development Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Short            | EC               | CORP              | JP        |      -38200 | NS      | $-1475259.63  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                  | Lincoln Electric Holdings, Inc.                                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        2939 | NS      | $609313.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                                    | Kyocera Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      185300 | NS      | $2225519.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Short            | EC               | CORP              | FR        |      -81434 | NS      | $-3757771.68  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                    | Apellis Pharmaceuticals, Inc.                                                          | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Short            | EC               | CORP              | US        |     -177340 | NS      | $-3069755.40  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                      | Dick's Sporting Goods, Inc.                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |       -5068 | NS      | $-1002501.08  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                                              | CNA Financial Corp.                                                                    | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       42965 | NS      | $1999161.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |       26106 | NS      | $2532202.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52083.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |     -254199 | NS      | $-2910578.55  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -43605 | NS      | $-3207147.75  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6979.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                     | Natera, Inc.                                                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12989 | NS      | $2194361.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9899.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                                     | CarMax, Inc.                                                                           | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29651 | NS      | $-1992843.71  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                                      | Italgas SpA                                                                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |      266196 | NS      | $2258065.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       19050 | NS      | $1749361.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                               | Tractor Supply Co.                                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |      -38195 | NS      | $-2015550.15  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31375.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1021.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                               | Kimco Realty Corp.                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       83773 | NS      | $1760908.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10038.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                              | Norwegian Cruise Line Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -13719 | NS      | $-278221.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 62362100000 | PA      | $2132.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      340759 | NS      | $6719767.48   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-866.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36094.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      143919 | NS      | $4535323.03   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14299.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-104507.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5238.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Short            | EC               | CORP              | GB        |      -38971 | NS      | $-2378254.37  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2438.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110288.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       47616 | NS      | $4053073.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24735.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                                       | Nippon Prologis REIT, Inc.                                                             | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Short            | EC               | CORP              | JP        |       -2622 | NS      | $-1449427.80  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15628.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UFP Industries, Inc.                                             | UFP Industries, Inc.                                                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       50644 | NS      | $5031987.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28051.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                                      | Kinsale Capital Group, Inc.                                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |       -9103 | NS      | $-4404941.70  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                    | Nemetschek SE                                                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Short            | EC               | CORP              | DE        |       -5118 | NS      | $-742073.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $134042.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                              | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Short            | EC               | CORP              | JP        |     -103500 | NS      | $-1280443.23  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9438.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   619400000 | PA      | $76735.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc., Class A                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       35859 | NS      | $4745580.06   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76850.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SharkNinja, Inc.                                                 | SharkNinja, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |      -22057 | NS      | $-2183422.43  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Short            | EC               | CORP              | NO        |     -270613 | NS      | $-7483688.40  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                       | AddTech AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Short            | EC               | CORP              | SE        |      -47224 | NS      | $-1609939.66  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Qifu Technology, Inc.                                            | Qifu Technology, Inc.                                                                  | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |       18578 | NS      | $805542.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                                  | Pinterest, Inc., Class A                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -44024 | NS      | $-1578700.64  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    69961000 | PA      | $68818790.13  | 4.68%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                        | Gjensidige Forsikring ASA                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Short            | EC               | CORP              | NO        |      -51008 | NS      | $-1293050.19  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Short            | EC               | CORP              | JP        |    -1985400 | NS      | $-3075288.52  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56352.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-510.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        2208 | NC      | $-1722754.39  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                                              | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Short            | EC               | CORP              | JP        |      -12400 | NS      | $-4443694.09  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                      | Hiscox Ltd.                                                                            | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Short            | EC               | CORP              | BM        |      -63633 | NS      | $-1098343.29  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |      -20990 | NS      | $-4357943.80  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                                  | Valvoline, Inc.                                                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |     -105098 | NS      | $-3980061.26  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                                          | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |       14916 | NS      | $1220796.23   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |      -10573 | NS      | $-320150.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |      -76798 | NS      | $-2883555.53  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73630.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                               | Ryder System, Inc.                                                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       32783 | NS      | $5212497.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd.                                           | Lynas Rare Earths Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Short            | EC               | CORP              | AU        |    -1487702 | NS      | $-8480229.37  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                         | Zensho Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |       36300 | NS      | $2197106.14   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                             | Cenovus Energy, Inc.                                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       95309 | NS      | $1296916.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                 | Royal Gold, Inc.                                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       32572 | NS      | $5792604.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                                         | Sirius XM Holdings, Inc.                                                               | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -75135 | NS      | $-1725850.95  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |      -43609 | NS      | $-2892749.01  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5938.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $64914.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                          | ISS A/S                                                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |      220475 | NS      | $6153635.97   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co., Inc.                                | Mitsubishi Gas Chemical Co., Inc.                                                      | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |       25800 | NS      | $396149.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-255.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1851.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                    | Beijer Ref AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Short            | EC               | CORP              | SE        |     -126459 | NS      | $-1995651.66  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                     | LyondellBasell Industries NV, Class A                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       50259 | NS      | $2907985.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -6223 | NC      | $-10942099.08 | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-923.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   144000000 | PA      | $151660.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin, Inc.                                             | Hikari Tsushin, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |        9600 | NS      | $2834557.61   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                         | Hera SpA                                                                               | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |      670077 | NS      | $3236741.45   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                        | TIS, Inc.                                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |       27900 | NS      | $934919.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                      | Givaudan SA (Registered)                                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Short            | EC               | CORP              | CH        |        -374 | NS      | $-1813723.16  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| News Corp.                                                       | News Corp., Class A                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       15521 | NS      | $461284.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |      -44399 | NS      | $-1924696.65  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                            | Williams-Sonoma, Inc.                                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       27658 | NS      | $4518487.46   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               | CORP              | US        |     -184102 | NS      | $-1909137.74  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      142456 | NS      | $3226628.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17136.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |      -16835 | NS      | $-2170368.20  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20905.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25783.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      211900 | NS      | $1999785.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Short            | EC               | CORP              | JP        |      -94000 | NS      | $-2022027.60  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Short            | EC               | CORP              | US        |      -30925 | NS      | $-2995086.25  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14861.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28230.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $884.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5238.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co. (The)                                                   | Toro Co. (The)                                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |      -31943 | NS      | $-2257731.24  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23963.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -5736 | NS      | $-3024535.44  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co. AB                                                     | Telia Co. AB                                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      129802 | NS      | $466875.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                               | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -53068 | NS      | $-4107463.20  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                               | MercadoLibre, Inc.                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |        -310 | NS      | $-810225.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $283.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | Anglo American plc                                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Short            | EC               | CORP              | GB        |      -80745 | NS      | $-2380187.15  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                        | Sodexo SA                                                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        4029 | NS      | $247970.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                      | HEICO Corp.                                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |       -2472 | NS      | $-810816.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1948.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21789.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34966.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $173.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -48076 | NS      | $-5182592.80  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                                  | TD SYNNEX Corp.                                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       19694 | NS      | $2672475.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14841.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1562.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -93269 | NS      | $-5858225.89  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35573.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd.                                          | Ramsay Health Care Ltd.                                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Short            | EC               | CORP              | AU        |     -151327 | NS      | $-3655812.65  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4403.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $283.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |      -27001 | NS      | $-2813417.95  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp.                                                      | Omron Corp.                                                                            | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Short            | EC               | CORP              | JP        |     -204200 | NS      | $-5504507.07  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        6445 | NS      | $790350.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                                     | Hilton Grand Vacations, Inc.                                                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |     -114414 | NS      | $-4751613.42  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                    | Goodman Group                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -347875 | NS      | $-7842711.20  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp. SA                                                  | Redeia Corp. SA                                                                        | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Short            | EC               | CORP              | ES        |     -128486 | NS      | $-2749309.57  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                                      | Prosperity Bancshares, Inc.                                                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22174 | NS      | $1557501.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                             | Vornado Realty Trust                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -56994 | NS      | $-2179450.56  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                                          | Columbia Sportswear Co.                                                                | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       18609 | NS      | $1136637.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4219.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                       | SCSK Corp.                                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       69300 | NS      | $2087848.65   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                         | Tele2 AB, Class B                                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Short            | EC               | CORP              | SE        |      -20365 | NS      | $-297276.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                      | FinecoBank Banca Fineco SpA                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Short            | EC               | CORP              | IT        |     -262343 | NS      | $-5819697.01  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |      -26405 | NS      | $-4381909.75  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd.                                            | Pilbara Minerals Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Short            | EC               | CORP              | AU        |    -1450295 | NS      | $-1277586.68  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6658.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1172.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7251.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                                | Lotus Bakeries NV                                                                      | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Short            | EC               | CORP              | BE        |        -129 | NS      | $-1243034.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                               | Intertek Group plc                                                                     | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        7256 | NS      | $472645.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33291.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17824.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1149.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                  | Wesfarmers Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       90423 | NS      | $5046269.11   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                  | AGL Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      772307 | NS      | $4952375.37   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5427.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                                 | Brookfield Corp., Class A                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |      -80272 | NS      | $-4968110.27  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1681.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -886 | NC      | $188358.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5568.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                        | Church & Dwight Co., Inc.                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |      -29619 | NS      | $-2846682.09  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp.                                            | Capstone Copper Corp.                                                                  | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Short            | EC               | CORP              | CA        |     -469897 | NS      | $-2884772.48  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6811.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                           | Washington H Soul Pattinson & Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |       16664 | NS      | $460685.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                            | Mitsui OSK Lines Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Short            | EC               | CORP              | JP        |      -93500 | NS      | $-3122875.05  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                              | Japan Tobacco, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       24000 | NS      | $707026.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5866.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1105.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                  | Sandoz Group AG                                                                        | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Short            | EC               | CORP              | CH        |      -46022 | NS      | $-2522161.08  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20698.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc.                                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Short            | EC               | CORP              | CA        |      -44466 | NS      | $-2036929.74  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3145.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                                  | Ultragenyx Pharmaceutical, Inc.                                                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Short            | EC               | CORP              | US        |      -65040 | NS      | $-2364854.40  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                         | Nexi SpA                                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |       91772 | NS      | $548090.78    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                                     | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Short            | EC               | CORP              | GB        |     -285714 | NS      | $-4640914.66  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       13987 | NS      | $1384992.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -71348 | NS      | $-4032588.96  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                         | Darden Restaurants, Inc.                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       13075 | NS      | $2849957.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-457760.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |       -1323 | NS      | $-2588409.81  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                                                | SentinelOne, Inc., Class A                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Short            | EC               | CORP              | US        |      -95567 | NS      | $-1746964.76  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    50976000 | PA      | $50620796.17  | 3.44%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15567.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21632.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |      -91416 | NS      | $-5729040.72  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| HUGO BOSS AG                                                     | HUGO BOSS AG                                                                           | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |       54250 | NS      | $2513779.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4354.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43120.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5134.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-124546.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |      -21271 | NS      | $-2148371.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                                     | Neogen Corp.                                                                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |     -232589 | NS      | $-1111775.42  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39301.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-446710.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35999.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27780.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |      -16459 | NS      | $-1666967.52  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                                     | Kajima Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       15400 | NS      | $401658.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                       | NIKE, Inc., Class B                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |      -96335 | NS      | $-6843638.40  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14029.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                         | Nitori Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -42600 | NS      | $-4100263.48  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35565.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2421.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-120312.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               | CORP              | US        |      -19355 | NS      | $-2390148.95  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                     | Invesco Ltd.                                                                           | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      378126 | NS      | $5963047.02   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp.                                           | Intact Financial Corp.                                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        3738 | NS      | $869203.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2339.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42310.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2717.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                       | Hoya Corp.                                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       15700 | NS      | $1864565.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                                                  | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Short            | EC               | CORP              | JP        |     -184400 | NS      | $-1704174.86  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                  | Principal Financial Group, Inc.                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |      -10648 | NS      | $-845770.64   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7291.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-542712.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       11721 | NS      | $8588914.38   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                                      | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Short            | EC               | CORP              | JP        |     -148100 | NS      | $-6056134.40  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    11617589 | PA      | $-274851.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33015.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT, Inc.                                                        | ADT, Inc.                                                                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      699807 | NS      | $5927365.29   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                      | Palantir Technologies, Inc., Class A                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |       -2314 | NS      | $-315444.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                                          | SSE plc                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Short            | EC               | CORP              | GB        |      -58342 | NS      | $-1469059.73  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       96816 | NS      | $2111556.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19331.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $74.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                   | Teradata Corp.                                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      151923 | NS      | $3389402.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd.                                                    | NH Foods Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |        9400 | NS      | $325532.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        3383 | NS      | $1917619.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.                     | Expeditors International of Washington, Inc.                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |      -24077 | NS      | $-2750797.25  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1438.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $311.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |      -37107 | NS      | $-759580.29   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                         | Daimler Truck Holding AG                                                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Short            | EC               | CORP              | DE        |      -61245 | NS      | $-2905705.74  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp.                                              | Kilroy Realty Corp.                                                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       74616 | NS      | $2560074.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      244676 | NS      | $13996497.34  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                                           | Genting Singapore Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |     7518300 | NS      | $4228586.09   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                      | Amdocs Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       64791 | NS      | $5911530.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-131712.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings, Inc.                                               | RBC Bearings, Inc.                                                                     | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1032 | NS      | $-397113.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     6459751 | PA      | $129999.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |      270000 | NS      | $6925480.63   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1551.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38648.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                        | CNO Financial Group, Inc.                                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      162262 | NS      | $6260067.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31742.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visteon Corp.                                                    | Visteon Corp.                                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |      -37133 | NS      | $-3464508.90  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co. Ltd.                                        | Open House Group Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |       52600 | NS      | $2378689.67   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                | Admiral Group plc                                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Short            | EC               | CORP              | GB        |      -95021 | NS      | $-4267069.06  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16336.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                         | ABB Ltd. (Registered)                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       24049 | NS      | $1441228.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                               | Pure Storage, Inc., Class A                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |      -19771 | NS      | $-1138414.18  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       94593 | NS      | $3863539.20   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                                  | Pirelli & C SpA                                                                        | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |       45407 | NS      | $312993.91    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $-285393.01   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class C                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |      -54133 | NS      | $-3792016.65  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                                    | Weatherford International plc                                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Short            | EC               | CORP              | IE        |      -38712 | NS      | $-1947600.72  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27856.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                               | BJ's Wholesale Club Holdings, Inc.                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |      -19552 | NS      | $-2108292.16  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56321.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-235951.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       30129 | NS      | $4097845.29   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12039.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-99.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp.                                           | Resonac Holdings Corp.                                                                 | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Short            | EC               | CORP              | JP        |      -47800 | NS      | $-1107579.85  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3879.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25558.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp.                                                                              | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        7700 | NS      | $345003.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-788.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5235.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       12818 | NS      | $9460837.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1999.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28842.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                              | Toyota Tsusho Corp.                                                                    | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      218300 | NS      | $4944767.78   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-84460.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8328.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192628.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       81859 | NS      | $7135649.03   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-678.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      245033 | NS      | $10234158.67  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group, Inc.                                        | MDU Resources Group, Inc.                                                              | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       85910 | NS      | $1432119.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $296.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       67529 | NS      | $5377334.27   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-198305.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19782.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       42319 | NS      | $9003790.44   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings, Inc.                                             | Seibu Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Short            | EC               | CORP              | JP        |     -114700 | NS      | $-4110596.68  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                           | Costco Wholesale Corp.                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        5707 | NS      | $5649587.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66126.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                               | Publicis Groupe SA                                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Short            | EC               | CORP              | FR        |      -26139 | NS      | $-2952263.21  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       27844 | NS      | $4011206.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |      -29274 | NS      | $-3007318.02  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IBEX 35 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        1298 | NC      | $981512.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21780.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                          | CRH plc                                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Short            | EC               | CORP              | IE        |      -45167 | NS      | $-4146330.60  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1739.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power, Inc.                                                 | Plug Power, Inc.                                                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |     -361755 | NS      | $-539014.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                                                   | Appfolio, Inc., Class A                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |       -7707 | NS      | $-1774767.96  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |      -89609 | NS      | $-6220656.78  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9916.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1341.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                  | Old Dominion Freight Line, Inc.                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |      -11540 | NS      | $-1872942.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        9686 | NS      | $1387132.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |      -33264 | NS      | $-4200910.56  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20088.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Short            | EC               | CORP              | AU        |      -60145 | NS      | $-1558825.68  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc., Class A                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |      -11382 | NS      | $-2731680.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd.                                          | Brother Industries Ltd.                                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      147300 | NS      | $2540983.58   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co. Ltd.                                         | Welcia Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       26100 | NS      | $459867.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $575.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7578.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16701.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $505.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-85189.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                 | JB Hunt Transport Services, Inc.                                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Short            | EC               | CORP              | US        |       -7399 | NS      | $-1062496.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                                               | Hormel Foods Corp.                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |      -75194 | NS      | $-2274618.50  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3338.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $922.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14914 | NS      | $-1639197.74  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22771.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                   | BE Semiconductor Industries NV                                                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Short            | EC               | CORP              | NL        |       -9720 | NS      | $-1453658.59  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81961.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 12862400000 | PA      | $-48493.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-93941.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc.                                                                              | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        6796 | NS      | $998264.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadokawa Corp.                                                   | Kadokawa Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -108600 | NS      | $-3012727.83  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3721.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                    | HubSpot, Inc.                                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        4251 | NS      | $2366234.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                                 | Concentrix Corp.                                                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       36353 | NS      | $1921437.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                                      | FANUC Corp.                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Short            | EC               | CORP              | JP        |     -151600 | NS      | $-4115528.88  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                        | BCE, Inc.                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |      -74661 | NS      | $-1655782.78  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                                      | DoubleVerify Holdings, Inc.                                                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70161 | NS      | $1050310.17   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     1781166 | NS      | $9241809.09   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                    | Coloplast A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Short            | EC               | CORP              | DK        |      -24084 | NS      | $-2292867.61  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                 | Loblaw Cos. Ltd.                                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       18438 | NS      | $3049869.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP plc                                                     | RS GROUP plc                                                                           | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Short            | EC               | CORP              | GB        |     -148701 | NS      | $-1173840.63  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                      | Swisscom AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |        6270 | NS      | $4452254.63   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-346.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32590.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1007.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8564.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                                     | Investec plc                                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |      124465 | NS      | $931115.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       45632 | NS      | $8310956.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10260.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29278.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                             | Sage Group plc (The)                                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       22886 | NS      | $393016.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      283907 | NS      | $2005681.62   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Short            | EC               | CORP              | AU        |      -72471 | NS      | $-8820320.48  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                                   | Quebecor, Inc., Class B                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       16330 | NS      | $497065.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2078.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                     | Leonardo SpA                                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      201061 | NS      | $11345244.40  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -260446 | NS      | $-4742721.66  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                   | Huntsman Corp.                                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Short            | EC               | CORP              | US        |     -246192 | NS      | $-2565320.64  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60949.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      500387 | NS      | $4541652.19   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      131579 | NS      | $3700001.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                      | West Fraser Timber Co. Ltd.                                                            | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       37622 | NS      | $2758900.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8735.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                             | Straumann Holding AG (Registered)                                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Short            | EC               | CORP              | CH        |       -7292 | NS      | $-954447.83   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                                                | Robert Half, Inc.                                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       78942 | NS      | $3240569.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-150121.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       47352 | NS      | $1154915.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 100 oz Gold                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -148 | NC      | $428480.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                  | Ocado Group plc                                                                        | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Short            | EC               | CORP              | GB        |     -676010 | NS      | $-2108514.82  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27519.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc.                                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        8522 | NS      | $1970115.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group, Inc.                                               | Markel Group, Inc.                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        1419 | NS      | $2834253.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                                      | Clariant AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Short            | EC               | CORP              | CH        |     -112473 | NS      | $-1198087.48  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1547.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                      | Reckitt Benckiser Group plc                                                            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Short            | EC               | CORP              | GB        |      -61866 | NS      | $-4214745.27  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1403.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-425.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp.                                          | Mitsubishi Motors Corp.                                                                | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |      259600 | NS      | $734009.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5239.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Brent Crude Oil                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         509 | NC      | $-3493181.99  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                                      | Canon, Inc.                                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       37900 | NS      | $1099241.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23353.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Short            | EC               | CORP              | US        |      -11885 | NS      | $-3099845.70  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |      -44077 | NS      | $-3053654.56  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       24000 | NS      | $1256760.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15705.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1173.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $129439.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                       | Knight-Swift Transportation Holdings, Inc., Class A                                    | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -23944 | NS      | $-1059043.12  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |     -296597 | NS      | $-9621606.68  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15867.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-226.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28769.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37000000 | PA      | $227542.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Procore Technologies, Inc.                                       | Procore Technologies, Inc.                                                             | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |        8346 | NS      | $571033.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                           | Hamamatsu Photonics KK                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -56200 | NS      | $-682795.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                            | Home BancShares, Inc.                                                                  | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20880 | NS      | $-594244.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15562.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14298.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                          | Arch Capital Group Ltd.                                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       37599 | NS      | $3423388.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7582.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      102605 | NS      | $3661972.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6202.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                    | GoDaddy, Inc., Class A                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       19813 | NS      | $3567528.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Short            | EC               | CORP              | FR        |      -10237 | NS      | $-2110880.99  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                         | M3, Inc.                                                                               | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |       56600 | NS      | $777497.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes, Inc.                                           | Federated Hermes, Inc., Class B                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      179191 | NS      | $7941745.12   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6777.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11315.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6812.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                                                      | Asics Corp.                                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Short            | EC               | CORP              | JP        |      -58600 | NS      | $-1494322.41  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                       | Kawasaki Kisen Kaisha Ltd.                                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |      214700 | NS      | $3040595.03   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11436.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       39534 | NS      | $4179534.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $924.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       35058 | NS      | $2387449.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-59834.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $64886.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp.                                               | FirstService Corp.                                                                     | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Short            | EC               | CORP              | CA        |       -2408 | NS      | $-420204.18   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1822.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                                   | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Short            | EC               | CORP              | IT        |     -313163 | NS      | $-3829343.80  | -0.26%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |     -106188 | NS      | $-1705651.10  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27800000 | PA      | $-26619.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                       | Symrise AG, Class A                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Short            | EC               | CORP              | DE        |      -20922 | NS      | $-2193972.66  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -78282 | NS      | $-3836600.82  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54118.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                   | BHP Group Ltd.                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      349164 | NS      | $8400046.96   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                   | Secom Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Short            | EC               | CORP              | JP        |      -15900 | NS      | $-571206.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                     | Otsuka Corp.                                                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      153200 | NS      | $3120898.49   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2228.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4716.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                                         | Whitecap Resources, Inc.                                                               | CUSIP: 96467A200<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | EC               | CORP              | CA        |      547744 | NS      | $3680453.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385807.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group plc                                                 | Spirax Group plc                                                                       | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Short            | EC               | CORP              | GB        |      -23396 | NS      | $-1913143.29  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       62300 | NS      | $1568773.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    62700000 | PA      | $730189.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       77000 | NS      | $1456219.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-341980.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                                     | Gentex Corp.                                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |      -92517 | NS      | $-2034448.83  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                            | Kansai Electric Power Co., Inc. (The)                                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       53000 | NS      | $628570.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7067.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27550.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22808.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp.                                                                      | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10323 | NS      | $842769.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                         | Infineon Technologies AG                                                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |      -72248 | NS      | $-3082969.98  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       64562 | NS      | $3621928.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4841.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                         | Adyen NV                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Short            | EC               | CORP              | NL        |        -772 | NS      | $-1417806.79  | -0.10%            |  |  |  | Yes           |                  2 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -106574 | NS      | $-3494561.46  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                                       | Hakuhodo DY Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       39800 | NS      | $329681.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9473.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5733.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    62599686 | PA      | $-38860.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-900.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55492.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                               | Dentsu Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Short            | EC               | CORP              | JP        |      -41400 | NS      | $-917339.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                | Mazda Motor Corp.                                                                      | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      559000 | NS      | $3362494.73   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                               | Shimamura Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      112700 | NS      | $7907715.70   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                              | GXO Logistics, Inc.                                                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |      -98652 | NS      | $-4804352.40  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                                   | Trex Co., Inc.                                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -90467 | NS      | $-4919595.46  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -6866 | NS      | $-1780834.42  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                                           | Invitation Homes, Inc.                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -84870 | NS      | $-2783736.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |      129622 | NS      | $3974469.20   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76702.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                | Nintendo Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       68500 | NS      | $6578044.10   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc., Class A                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |       -7208 | NS      | $-2913689.84  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                | Ulta Beauty, Inc.                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        3727 | NS      | $1743565.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73456.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       63756 | NS      | $10711008.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   240186303 | PA      | $56979.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60963.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                           | UCB SA                                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Short            | EC               | CORP              | BE        |       -7027 | NS      | $-1382617.27  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9500000 | PA      | $55533.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -5150 | NS      | $-779092.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                             | United Rentals, Inc.                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Short            | EC               | CORP              | US        |       -4887 | NS      | $-3681865.80  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                                   | Shimadzu Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -20800 | NS      | $-514238.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                   | TechnipFMC plc                                                                         | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Short            | EC               | CORP              | GB        |      -32893 | NS      | $-1132834.92  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6057.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9497.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4402.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wendy's Co. (The)                                                | Wendy's Co. (The)                                                                      | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Short            | EC               | CORP              | US        |      -33638 | NS      | $-384145.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3212.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                 | DSM-Firmenich AG                                                                       | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Short            | EC               | CORP              | CH        |      -43573 | NS      | $-4635520.87  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                                       | CK Hutchison Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |      787500 | NS      | $4849173.55   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                         | Svenska Cellulosa AB SCA, Class B                                                      | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Short            | EC               | CORP              | SE        |     -271088 | NS      | $-3524892.86  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48011 | NS      | $8098495.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6966.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IFSC NIFTY 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |        -281 | NC      | $-244308.21   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7240.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                      | Worley Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |      370420 | NS      | $3189703.33   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19049.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc., Class A                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -26920 | NS      | $-1861248.80  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11428.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                                 | NU Holdings Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Short            | EC               | CORP              | KY        |     -249577 | NS      | $-3424196.44  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   256600000 | PA      | $412355.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                         | Davide Campari-Milano NV                                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Short            | EC               | CORP              | NL        |     -537013 | NS      | $-3615363.32  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-118211.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |      -11955 | NS      | $-3743588.70  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $162642.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                            | J M Smucker Co. (The)                                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |      -40158 | NS      | $-3943515.60  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                  | Wolfspeed, Inc.                                                                        | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |     -330842 | NS      | $-131939.79   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8563.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188889.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-449885.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                   | Chubu Electric Power Co., Inc.                                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      286900 | NS      | $3550224.55   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5946.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1704.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                    | ONE Gas, Inc.                                                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Short            | EC               | CORP              | US        |      -36991 | NS      | $-2658173.26  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      105529 | NS      | $4775187.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                  | Hilton Worldwide Holdings, Inc.                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               | CORP              | US        |       -1472 | NS      | $-392052.48   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    13286400 | PA      | $7491.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1947.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       18939 | NS      | $3333264.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10091.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                    | Corning, Inc.                                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |      -69171 | NS      | $-3637702.89  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -89293 | NS      | $-3760128.23  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6965.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                     | South32 Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Short            | EC               | CORP              | AU        |     -511246 | NS      | $-976938.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |      -15562 | NS      | $-4981707.44  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -3601 | NS      | $-2981411.94  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                       | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Short            | EC               | CORP              | AU        |      -37011 | NS      | $-340536.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29174.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26946.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3979.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6439.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1822.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75462.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -41229 | NS      | $-3365523.27  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Short            | EC               | CORP              | CH        |      -18899 | NS      | $-5142114.71  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-818.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                                    | Ryan Specialty Holdings, Inc., Class A                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -97299 | NS      | $-6615359.01  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                          | Synovus Financial Corp.                                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       17505 | NS      | $905883.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                                  | Brunswick Corp.                                                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Short            | EC               | CORP              | US        |      -53346 | NS      | $-2946833.04  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                     | Macy's, Inc.                                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      147934 | NS      | $1724910.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IE        |      -36524 | NS      | $-2675383.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                            | Deutsche Lufthansa AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |      127774 | NS      | $1084755.26   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94409.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                                               | Charter Hall Group                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |      -46083 | NS      | $-583968.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                               | Baloise Holding AG (Registered)                                                        | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Short            | EC               | CORP              | CH        |        -447 | NS      | $-105425.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2474.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                                         | LY Corp.                                                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      558300 | NS      | $2055998.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd., Class A                                              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | CA        |      -86300 | NS      | $-4776523.59  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29702.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   261400000 | PA      | $-140995.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5472.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35757.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |      -77297 | NS      | $-2272531.80  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp.                                                   | Ralliant Corp.                                                                         | CUSIP: 750940108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6978 | NS      | $-338347.05   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                        | Talanx AG                                                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |       38218 | NS      | $4954647.93   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                       | Bollore SE                                                                             | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Short            | EC               | CORP              | FR        |      -83902 | NS      | $-527357.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9300000 | PA      | $5099.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1384.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     7019587 | PA      | $603948.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $276.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4518.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                        | Grupo Aeroportuario del Sureste SAB de CV                                              | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        4211 | NS      | $1342761.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12739.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $399.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12313.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4883.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2621.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                | W R Berkley Corp.                                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       19241 | NS      | $1413636.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6395.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Short            | EC               | CORP              | NL        |      -19236 | NS      | $-1622171.88  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       10142 | NS      | $703651.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-331797.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3799.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $712.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                             | Travel + Leisure Co.                                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      110767 | NS      | $5716684.87   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                           | Dr Ing hc F Porsche AG (Preference)                                                    | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Short            | EP               | CORP              | DE        |      -76383 | NS      | $-3775146.76  | -0.26%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1884.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25321.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1563.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1551.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       21538 | NS      | $1027793.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Short            | EC               | CORP              | US        |      -37918 | NS      | $-1651708.08  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9201.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3817.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1038.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                         | Generali                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      195523 | NS      | $6955050.56   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          29 | NC      | $539269.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | EC               | CORP              | US        |      -10932 | NS      | $-3410456.04  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                            | Harley-Davidson, Inc.                                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |      -82598 | NS      | $-1949312.80  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                 | Wartsila OYJ Abp                                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       55654 | NS      | $1315346.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          39 | NC      | $573632.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $437919.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6966.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54501.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      221100 | NS      | $4004272.12   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-774.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                     | AMETEK, Inc.                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Short            | EC               | CORP              | US        |      -20710 | NS      | $-3747681.60  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-593.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $375.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                      | Bandai Namco Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |       86800 | NS      | $3110843.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |       -5934 | NS      | $-1733736.78  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19743.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36966.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3709.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31890.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10634.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       39440 | NS      | $1622167.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                     | Coca-Cola Consolidated, Inc.                                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       48530 | NS      | $5418374.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9615.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110304.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |      -65275 | NS      | $-3760492.75  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                              | YETI Holdings, Inc.                                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       51747 | NS      | $1631065.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy plc                                               | Harbour Energy plc                                                                     | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |       27469 | NS      | $73636.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Short            | EC               | CORP              | AU        |     -278884 | NS      | $-4922634.31  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   619400000 | PA      | $1169109.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |       -9671 | NS      | $-2665811.15  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1442.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | Ono Pharmaceutical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       38600 | NS      | $418338.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco, Inc.                                                     | Watsco, Inc.                                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |       -2163 | NS      | $-955224.06   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1267.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5735.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp., Class A                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       47020 | NS      | $3668970.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-226.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1325.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust, Inc.                              | First Industrial Realty Trust, Inc.                                                    | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36521 | NS      | $1757755.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1680.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $437886.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                          | Hitachi Construction Machinery Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |       35800 | NS      | $1066812.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                        | adidas AG                                                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Short            | EC               | CORP              | DE        |      -20678 | NS      | $-4826863.95  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66688.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc., Class B                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |      -49933 | NS      | $-5040237.02  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6034.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    39738000 | PA      | $39528851.36  | 2.69%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1780.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-400173.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                    | Oshkosh Corp.                                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       64859 | NS      | $7364090.86   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71771.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-290.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                            | Woolworths Group Ltd.                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Short            | EC               | CORP              | AU        |     -109169 | NS      | $-2236197.03  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4891.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11819.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |       -4747 | NS      | $-1053216.89  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1716700000 | PA      | $-1142349.01  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                       | Acciona SA                                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |        5811 | NS      | $1048097.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44381.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $549.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4564800000 | PA      | $-156276.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        7307 | NS      | $1764348.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5678.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                       | Ferguson Enterprises, Inc.                                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Short            | EC               | CORP              | US        |       -7697 | NS      | $-1676021.75  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16332.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30055.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19491.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                                 | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |     -163333 | NS      | $-5479170.39  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Short            | EC               | CORP              | JP        |     -205600 | NS      | $-2445845.07  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                              | Hanover Insurance Group, Inc. (The)                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       12675 | NS      | $2153102.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Ltd.                                               | IDP Education Ltd.                                                                     | CUSIP: N/A<br>LEI: 98450014FAFE73Q0A257       | Short            | EC               | CORP              | AU        |     -571662 | NS      | $-1384161.33  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56314.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2144.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       48798 | NS      | $1968511.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47309.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123030.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16536.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9619.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                       | Vonovia SE                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Short            | EC               | CORP              | DE        |     -125004 | NS      | $-4431814.95  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8583.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                               | Telecom Italia SpA                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |     2580001 | NS      | $1274819.48   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      798300 | NS      | $5260559.33   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                       | Simon Property Group, Inc.                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | EC               | CORP              | US        |      -28717 | NS      | $-4616544.92  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6531.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                       | Bechtle AG                                                                             | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               | CORP              | DE        |       55964 | NS      | $2627138.77   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.                               | Madison Square Garden Sports Corp., Class A                                            | CUSIP: 55825T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15563 | NS      | $-3251888.85  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                         | Palo Alto Networks, Inc.                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -15809 | NS      | $-3235153.76  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   611400000 | PA      | $-396549.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       40652 | NS      | $4624165.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |      -52225 | NS      | $-4469937.75  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                                     | Corpay, Inc.                                                                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        7206 | NS      | $2391094.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-502.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                     | Securitas AB, Class B                                                                  | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      262236 | NS      | $3926284.31   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                                   | Evercore, Inc., Class A                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        7380 | NS      | $1992747.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24057.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18788.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                        | Central Japan Railway Co.                                                              | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |      225700 | NS      | $5045430.12   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1624.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       59690 | NS      | $1772196.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16703.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                   | Insurance Australia Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Short            | EC               | CORP              | AU        |     -140556 | NS      | $-835608.66   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27776.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                         | CSL Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Short            | EC               | CORP              | AU        |      -57988 | NS      | $-9159821.50  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                       | Coty, Inc., Class A                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |     -105716 | NS      | $-491579.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2429.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                  | Norsk Hydro ASA                                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      200694 | NS      | $1149254.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |      -17101 | NS      | $-5871799.36  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |     -186433 | NS      | $-8454002.39  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7401.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group plc                                               | Aberdeen Group plc                                                                     | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Short            | EC               | CORP              | GB        |     -316859 | NS      | $-815837.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust, Inc.                                  | Independence Realty Trust, Inc.                                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               | CORP              | US        |      -62382 | NS      | $-1103537.58  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd.                                   | Concordia Financial Group Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       65900 | NS      | $427675.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Short            | EC               | CORP              | US        |      -13744 | NS      | $-1639659.20  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66132.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10631.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                    | Assa Abloy AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Short            | EC               | CORP              | SE        |     -131100 | NS      | $-4098663.91  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                               | George Weston Ltd.                                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       16592 | NS      | $3327660.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       44376 | NS      | $3609100.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp.                                            | Nissan Chemical Corp.                                                                  | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Short            | EC               | CORP              | JP        |     -128000 | NS      | $-3903688.77  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                                        | Gerdau SA                                                                              | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               | CORP              | BR        |       89758 | NS      | $262093.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                                                  | Maplebear, Inc.                                                                        | CUSIP: 565394103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19994 | NS      | $-904528.56   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       84142 | NS      | $6248312.63   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                        | NOV, Inc.                                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      110408 | NS      | $1372371.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                                         | HP, Inc.                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      137815 | NS      | $3370954.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12619000 | PA      | $12521967.34  | 0.85%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13319.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                   | Recordati Industria Chimica e Farmaceutica SpA                                         | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Short            | EC               | CORP              | IT        |      -22953 | NS      | $-1442710.54  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $399584.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53075.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                    | KION Group AG                                                                          | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |       15216 | NS      | $849931.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        2562 | NS      | $279334.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                  | Primerica, Inc.                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        1859 | NS      | $508752.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                              | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               | CORP              | US        |     -263472 | NS      | $-10757561.76 | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $752.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   782700000 | PA      | $1117944.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UiPath, Inc.                                                     | UiPath, Inc., Class A                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      110763 | NS      | $1417766.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                     | Kohl's Corp.                                                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      308274 | NS      | $2614163.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1648.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp.                                               | QuantumScape Corp.                                                                     | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -933517 | NS      | $-6273234.24  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                                    | Fujikura Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       45100 | NS      | $2372505.36   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                               | MISUMI Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |      188900 | NS      | $2523418.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286124.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3162.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25105.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3209.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Short            | EC               | CORP              | GB        |      -98780 | NS      | $-5353646.81  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |      -12716 | NS      | $-2961302.08  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 12862500000 | PA      | $-48494.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10306000 | PA      | $10186257.16  | 0.69%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Short            | EC               | CORP              | US        |      -13527 | NS      | $-665257.86   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $46.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32587.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                                         | Schneider National, Inc., Class B                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      182007 | NS      | $4395469.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-455524.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                      | Harvey Norman Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |      549610 | NS      | $1906844.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       27118 | NS      | $2465026.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                                    | Schroders plc                                                                          | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |      251376 | NS      | $1250123.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       12635 | NS      | $2313089.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5557.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-93930.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29769.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-135126.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |      -31063 | NS      | $-5579846.69  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-420412.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1646.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc., Class A                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |      -19165 | NS      | $-2988781.75  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-525778.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8088.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Short            | EC               | CORP              | ES        |     -391855 | NS      | $-4781404.84  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                   | Stora Enso OYJ, Class R                                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Short            | EC               | CORP              | FI        |     -316798 | NS      | $-3444096.57  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       20930 | NS      | $6831968.25   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41382.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       17355 | NS      | $7043241.19   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                        | Enagas SA                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Short            | EC               | CORP              | ES        |      -18117 | NS      | $-305043.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-395.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $336.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-230.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19504.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                               | Agree Realty Corp.                                                                     | CUSIP: 008492100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -23672 | NS      | $-1729476.32  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5567.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5395.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bellway plc                                                      | Bellway plc                                                                            | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Short            | EC               | CORP              | GB        |      -48620 | NS      | $-1926078.24  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                                           | Trade Desk, Inc. (The), Class A                                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |      -28996 | NS      | $-2087422.04  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                     | Sabra Health Care REIT, Inc.                                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      190449 | NS      | $3511879.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-416873.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $459.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-135145.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9616.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                       | Manhattan Associates, Inc.                                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       12123 | NS      | $2393928.81   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group (The)                                                  | GPT Group (The)                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      650402 | NS      | $2076455.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                          | Vestas Wind Systems A/S                                                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Short            | EC               | CORP              | DK        |     -264857 | NS      | $-3978407.10  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  9378800000 | PA      | $34377.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-265.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236563.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24584.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                        | Kesko OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Short            | EC               | CORP              | FI        |      -28203 | NS      | $-695603.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                                           | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Short            | EC               | CORP              | JP        |     -336300 | NS      | $-3792422.30  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38666.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |     -385283 | NS      | $-4527075.25  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                                  | Dillard's, Inc., Class A                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        5625 | NS      | $2350293.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                                   | International Bancshares Corp.                                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       39763 | NS      | $2646625.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154131.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19058.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $276.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8681.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $185227.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      101465 | NS      | $4405610.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61136.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18393.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                               | Henry Schein, Inc.                                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       13914 | NS      | $1016417.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                          | Yokogawa Electric Corp.                                                                | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |       55700 | NS      | $1487962.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   291200000 | PA      | $-234329.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $162134.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                     | Southwest Gas Holdings, Inc.                                                           | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Short            | EC               | CORP              | US        |      -32321 | NS      | $-2404359.19  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $582.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                                             | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      164300 | NS      | $2821127.32   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                        | Reply SpA                                                                              | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Short            | EC               | CORP              | IT        |       -2185 | NS      | $-377611.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2227.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39304.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-166092.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22160.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1201.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37594 | NS      | $5383084.86   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286103.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1258.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Short            | EC               | CORP              | GB        |      -38886 | NS      | $-2263325.25  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73438.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       20521 | NS      | $6783832.18   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SOITEC                                                           | SOITEC                                                                                 | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Short            | EC               | CORP              | FR        |       -9626 | NS      | $-530795.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19843.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp.                                                     | Kinden Corp.                                                                           | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |      133000 | NS      | $3907338.35   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $152728.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-456542.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2458.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kose Corp.                                                       | Kose Corp.                                                                             | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       14200 | NS      | $557332.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                                     | Castellum AB                                                                           | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Short            | EC               | CORP              | SE        |      -89839 | NS      | $-1182294.37  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Short            | EC               | CORP              | NL        |      -72369 | NS      | $-6313678.35  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Low Sulphur Gasoil                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         758 | NC      | $-1354830.47  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings, Inc.                                            | TOPPAN Holdings, Inc.                                                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      233000 | NS      | $6329917.13   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                     | Vertex Pharmaceuticals, Inc.                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |       -7835 | NS      | $-3488142.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       20729 | NS      | $2173228.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                       | Vivendi SE                                                                             | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      207579 | NS      | $716056.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73599.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                                         | Fabrinet                                                                               | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Short            | EC               | CORP              | KY        |       -8145 | NS      | $-2400168.60  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.                             | White Mountains Insurance Group Ltd.                                                   | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Short            | EC               | CORP              | BM        |       -1635 | NS      | $-2936002.20  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Short            | EC               | CORP              | US        |      -19077 | NS      | $-723781.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | Tokio Marine Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Short            | EC               | CORP              | JP        |      -52700 | NS      | $-2233481.59  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      361872 | NS      | $6845998.83   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                         | F5, Inc.                                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       18154 | NS      | $5343085.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                      | RenaissanceRe Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |        8457 | NS      | $2054205.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8073.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp., Class A                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        6263 | NS      | $1271952.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-61247.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc.                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |      -19490 | NS      | $-2465290.10  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp.                                                      | Ebara Corp.                                                                            | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       22900 | NS      | $439168.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE                                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Short            | EC               | CORP              | FR        |      -37541 | NS      | $-10079191.51 | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                            | Aurizon Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      932674 | NS      | $1860367.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32913.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3382.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |      -31502 | NS      | $-6911223.78  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8376.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                        | Sega Sammy Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |       39300 | NS      | $940688.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-588.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2794.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Co.                                                | Sotera Health Co.                                                                      | CUSIP: 83601L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -222332 | NS      | $-2472331.84  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-932.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                       | Siemens AG (Registered)                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Short            | EC               | CORP              | DE        |      -36986 | NS      | $-9500157.34  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                             | Fastighets AB Balder, Class B                                                          | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Short            | EC               | CORP              | SE        |     -180882 | NS      | $-1348344.42  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                     | Ferrovial SE                                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Short            | EC               | CORP              | NL        |     -165911 | NS      | $-8850140.69  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5950.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | EC               | CORP              | US        |      -76821 | NS      | $-3635169.72  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -28725 | NS      | $-5363532.00  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd.                                                  | Old Mutual Ltd.                                                                        | CUSIP: N/A<br>LEI: 213800MON84ZWWPQCN47       | Short            | EC               | CORP              | ZA        |     -510049 | NS      | $-345858.67   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                     | Target Corp.                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       30386 | NS      | $2997578.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                               | 10X Genomics, Inc., Class A                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |     -265588 | NS      | $-3075509.04  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc.                                                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       46747 | NS      | $3167109.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       12775 | NS      | $1165207.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                           | SGS SA (Registered)                                                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       14111 | NS      | $1432769.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Below, Inc.                                                 | Five Below, Inc.                                                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |      -21398 | NS      | $-2806989.64  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group, Inc.                               | Colliers International Group, Inc.                                                     | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Short            | EC               | CORP              | CA        |       -2146 | NS      | $-280780.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                           | SAP SE                                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Short            | EC               | CORP              | DE        |      -25029 | NS      | $-7653354.19  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc., Class A                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       20880 | NS      | $2596636.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1481.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |       -9525 | NS      | $-1658112.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2339.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $930.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35357.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5285.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cava Group, Inc.                                                 | Cava Group, Inc.                                                                       | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29025 | NS      | $-2444775.75  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Short            | EC               | CORP              | US        |     -131887 | NS      | $-2760394.91  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB, Class A                                              | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       69843 | NS      | $1217400.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7208.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5140.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Short            | EC               | CORP              | US        |      -16491 | NS      | $-886721.07   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |      -13662 | NS      | $-2398637.34  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   484895957 | NS      | $484750487.88 | 32.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |     -126289 | NS      | $-4101866.72  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| BRP, Inc.                                                        | BRP, Inc.                                                                              | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Short            | EC               | CORP              | CA        |       -6459 | NS      | $-313522.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7399.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |      -13223 | NS      | $-3384691.31  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                                          | ANZ Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |      139649 | NS      | $2678019.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                          | RPM International, Inc.                                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       20217 | NS      | $2220635.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16707.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey, Inc.                                             | Houlihan Lokey, Inc., Class A                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        1518 | NS      | $273164.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $329885.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3920.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       44368 | NS      | $4603623.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                                              | BOK Financial Corp.                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        6886 | NS      | $672280.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       26716 | NS      | $2654501.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               | CORP              | US        |       -9333 | NS      | $-2514683.52  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $596.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       66658 | NS      | $3260242.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129730.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                          | Boston Scientific Corp.                                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Short            | EC               | CORP              | US        |      -85415 | NS      | $-9174425.15  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                  | Bunge Global SA                                                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |       59972 | NS      | $4814552.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2072.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6570.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Bank Ltd.                                                | Rakuten Bank Ltd.                                                                      | CUSIP: N/A<br>LEI: 3538007HFAF2NOCBUE44       | Short            | EC               | CORP              | JP        |      -99000 | NS      | $-4538449.23  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |      -10718 | NS      | $-639328.70   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                        | Flex Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |       34731 | NS      | $1733771.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                          | Agnico Eagle Mines Ltd.                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Short            | EC               | CORP              | CA        |      -25842 | NS      | $-3078836.85  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |      -32990 | NS      | $-3773396.20  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3706.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co. Ltd.                                                  | Sanrio Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Short            | EC               | CORP              | JP        |      -93100 | NS      | $-4501908.82  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                            | JD Sports Fashion plc                                                                  | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |     2979043 | NS      | $3632868.63   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4800000 | PA      | $48164.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146582.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc. (Non-Voting)                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |      -62277 | NS      | $-4721842.14  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8115.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co. Ltd. (The)                                   | Yokohama Rubber Co. Ltd. (The)                                                         | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Short            | EC               | CORP              | JP        |       -8800 | NS      | $-241968.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $194901.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |      -55546 | NS      | $-16103340.86 | -1.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-787.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                   | Chugai Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       20500 | NS      | $1070465.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6259.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29222.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                                      | Berkeley Group Holdings plc                                                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Short            | EC               | CORP              | GB        |      -16989 | NS      | $-900161.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $612.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50404.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      124059 | NS      | $4328363.08   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp., Class A                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       70623 | NS      | $7811610.03   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2277.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33302.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               | CORP              | US        |      -64399 | NS      | $-6769622.88  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                           | Yakult Honsha Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Short            | EC               | CORP              | JP        |      -38100 | NS      | $-717538.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co. Ltd.                                                 | Kuraray Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |      147300 | NS      | $1873109.81   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |        8648 | NS      | $702304.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |      -27880 | NS      | $-1504683.60  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1753.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc.                                                               | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -36784 | NS      | $-657330.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -7404 | NS      | $-3795882.72  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21453.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                 | Paramount Global, Class B                                                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      140127 | NS      | $1807638.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50838.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc., Class A                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       43715 | NS      | $2445417.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                  | MSC Industrial Direct Co., Inc., Class A                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       26518 | NS      | $2254560.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19330.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1231.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11118.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haseko Corp.                                                     | Haseko Corp.                                                                           | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |       72400 | NS      | $1087447.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       35687 | NS      | $2846395.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                                    | Aroundtown SA                                                                          | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |      668414 | NS      | $2458972.31   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                  | Nippon Yusen KK                                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      179700 | NS      | $6464700.68   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL, Inc.                                                      | GRAIL, Inc.                                                                            | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |      160678 | NS      | $8262062.76   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp.                                              | Lundin Mining Corp.                                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Short            | EC               | CORP              | CA        |     -301271 | NS      | $-3168129.77  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -74083 | NS      | $-15522610.99 | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                                                   | Reliance, Inc.                                                                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       14755 | NS      | $4631594.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19756.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro STOXX 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         260 | NC      | $62591.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149470.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                                    | American Airlines Group, Inc.                                                          | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -23570 | NS      | $-264455.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                                   | Dayforce, Inc.                                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |      -88412 | NS      | $-4897140.68  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -28270 | NS      | $-1307770.20  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   496600000 | PA      | $-115573.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                                            | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       24000 | NS      | $307017.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -45628 | NS      | $-6069892.84  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB, Class A                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Short            | EC               | CORP              | SE        |      -84868 | NS      | $-1136152.28  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -67403 | NS      | $-1784831.44  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-107.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2079.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |     -127311 | NS      | $-4154157.93  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE/JSE Top 40 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |        -321 | NC      | $-228159.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |      -34369 | NS      | $-1136239.14  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       21056 | NS      | $2595152.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       36464 | NS      | $3829422.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $152721.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7778.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      331705 | NS      | $9057519.29   | 0.62%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -33 | NC      | $-291398.49   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -25541 | NS      | $-2933639.26  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Short            | EC               | CORP              | ES        |     -245174 | NS      | $-9546643.50  | -0.65%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-258.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                                     | Suntory Beverage & Food Ltd.                                                           | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      109600 | NS      | $3504946.89   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                          | Singapore Airlines Ltd.                                                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |      212900 | NS      | $1167704.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-542743.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      467146 | NS      | $7193239.67   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                         | Sun Life Financial, Inc.                                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       52776 | NS      | $3511682.29   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3423.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                    | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -12110 | NS      | $-3948949.90  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    62800000 | PA      | $732660.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5398.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $708.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Short            | EC               | CORP              | CH        |       -8376 | NS      | $-5990209.18  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10409.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                       | Mitsubishi Estate Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Short            | EC               | CORP              | JP        |     -259300 | NS      | $-4861127.87  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc., Class A                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        6954 | NS      | $2166171.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5618.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8076.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                         | Pan Pacific International Holdings Corp.                                               | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       22600 | NS      | $777328.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13344.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Short            | EC               | CORP              | US        |       -7665 | NS      | $-478142.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                           | Eurofins Scientific SE                                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Short            | EC               | CORP              | LU        |      -10882 | NS      | $-775508.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-818.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                                  | Tohoku Electric Power Co., Inc.                                                        | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |      210400 | NS      | $1536199.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                                          | DCC plc                                                                                | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       78352 | NS      | $5085093.76   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $134056.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                          | Saab AB, Class B                                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Short            | EC               | CORP              | SE        |      -30019 | NS      | $-1678461.46  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                   | Duolingo, Inc., Class A                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9352 | NS      | $3834507.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       19338 | NS      | $956448.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        2824 | NS      | $406994.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                         | IDEXX Laboratories, Inc.                                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        4419 | NS      | $2370086.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                               | Barry Callebaut AG (Registered)                                                        | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Short            | EC               | CORP              | CH        |       -5827 | NS      | $-6369313.38  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                        | T. Rowe Price Group, Inc.                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       94825 | NS      | $9150612.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2436.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                    | Viatris, Inc.                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      346491 | NS      | $3094164.63   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8075.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                | First Solar, Inc.                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |      -12662 | NS      | $-2096067.48  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87308.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-131730.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10967.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                        | Pan American Silver Corp.                                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |      -31795 | NS      | $-902191.15   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4843.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |      -33285 | NS      | $-1222890.90  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                        | Arkema SA                                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        5000 | NS      | $369218.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Short            | EC               | CORP              | CA        |      -84435 | NS      | $-4262208.11  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33886.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15474.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autohome, Inc.                                                   | Autohome, Inc.                                                                         | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |       90602 | NS      | $2336625.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       28196 | NS      | $3175151.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Short            | EC               | CORP              | US        |     -232347 | NS      | $-9988597.53  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-594.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                                      | Park Hotels & Resorts, Inc.                                                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Short            | EC               | CORP              | US        |      -59515 | NS      | $-608838.45   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70687.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9915.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-254.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                     | Carrefour SA                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      116269 | NS      | $1640117.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |       -2625 | NS      | $-352616.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6058.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $396873.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   291200000 | PA      | $-234200.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   456000000 | PA      | $-1570821.97  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products, Inc.                                 | Reynolds Consumer Products, Inc.                                                       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12056 | NS      | $258239.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd.                                         | Toromont Industries Ltd.                                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Short            | EC               | CORP              | CA        |       -4405 | NS      | $-395908.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        6680 | NS      | $1387225.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                                          | ITV plc                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |      348118 | NS      | $394380.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                        | GMO Payment Gateway, Inc.                                                              | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Short            | EC               | CORP              | JP        |      -52400 | NS      | $-3389160.03  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                                        | Janus Henderson Group plc                                                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      160268 | NS      | $6224809.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                    | WH Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     6918000 | NS      | $6667513.80   | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                            | American Homes 4 Rent, Class A                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Short            | EC               | CORP              | US        |       -8110 | NS      | $-292527.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       27171 | NS      | $2249758.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27389.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27981.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       19989 | NS      | $5014040.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7252.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                               | Hyatt Hotels Corp., Class A                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -49836 | NS      | $-6959597.40  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61004.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                        | Wilmar International Ltd.                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |      787500 | NS      | $1777607.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |      -27306 | NS      | $-6631262.10  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Short            | EC               | CORP              | US        |      -13872 | NS      | $-2973740.64  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Short            | EC               | CORP              | DE        |      -71146 | NS      | $-1310910.53  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       29822 | NS      | $4584536.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                          | Daiichi Sankyo Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Short            | EC               | CORP              | JP        |     -221400 | NS      | $-5129418.71  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp., Class A                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        6732 | NS      | $2356738.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                | Bureau Veritas SA                                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Short            | EC               | CORP              | FR        |      -17105 | NS      | $-583832.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21548.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Short            | EC               | CORP              | US        |      -70048 | NS      | $-8191413.12  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Neste OYJ                                                        | Neste OYJ                                                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Short            | EC               | CORP              | FI        |     -310149 | NS      | $-4203186.72  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                     | Japan Post Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      151000 | NS      | $1398594.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                 | Terna - Rete Elettrica Nazionale                                                       | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Short            | EC               | CORP              | IT        |     -778026 | NS      | $-7998859.40  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30048.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15712.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                    | Penske Automotive Group, Inc.                                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       16375 | NS      | $2813388.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                 | ServiceNow, Inc.                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        2617 | NS      | $2690485.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        3983 | NS      | $290719.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5818.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5194.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    32498928 | PA      | $-319853.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5278.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |       -8470 | NS      | $-1080602.60  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $477.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   -41150700 | PA      | $328136.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Short            | EC               | CORP              | GB        |     -223381 | NS      | $-2795892.74  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                        | Buzzi SpA                                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      100416 | NS      | $5569080.14   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Short            | EC               | CORP              | AU        |      -48926 | NS      | $-7358746.76  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10776.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                             | Dassault Systemes SE                                                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |     -167167 | NS      | $-6058404.23  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc.                                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       11538 | NS      | $6158176.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       96600 | NS      | $2982332.21   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $299.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $165.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $883.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | EC               | CORP              | US        |     -134266 | NS      | $-9499319.50  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       14058 | NS      | $2860803.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                      | Xylem, Inc.                                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |      -37445 | NS      | $-4843885.20  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        4720 | NS      | $3717211.73   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                                   | Cia Energetica de Minas Gerais                                                         | CUSIP: 204409601<br>LEI: 254900W703PXLDSEM056 | Long             | EC               | CORP              | BR        |      335036 | NS      | $656670.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                          | SPIE SA                                                                                | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |        9372 | NS      | $526992.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1167.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund, Inc.                             | Nomura Real Estate Master Fund, Inc.                                                   | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Long             | EC               | CORP              | JP        |         266 | NS      | $271789.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                            | VICI Properties, Inc., Class A                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      296177 | NS      | $9655370.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -24 | NC      | $-326676.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50073.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31879.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                                          | TFI International, Inc.                                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        6408 | NS      | $575225.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OMXS30 Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         463 | NC      | $90924.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25536.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                                             | Planet Fitness, Inc., Class A                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |      -35969 | NS      | $-3922419.45  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1851.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                               | Swire Pacific Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      149500 | NS      | $1281530.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1341.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18780.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7851126.64   | 0.53%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                        | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Short            | EC               | CORP              | MX        |     -120657 | NS      | $-836153.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Metso OYJ                                                        | Metso OYJ                                                                              | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Short            | EC               | CORP              | FI        |     -191106 | NS      | $-2476701.51  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |      -33177 | NS      | $-1718900.37  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      270996 | NS      | $8664707.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           0 | PA      | $-0.09        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2943.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                             | IQVIA Holdings, Inc.                                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       32969 | NS      | $5195584.71   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        4224 | NS      | $2955630.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                                            | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |       16072 | NS      | $583723.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       19106 | NS      | $2117339.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC-Mart, Inc.                                                   | ABC-Mart, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |       72000 | NS      | $1479155.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       27033 | NS      | $4306897.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                                          | Fast Retailing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Short            | EC               | CORP              | JP        |       -6400 | NS      | $-2194330.42  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                           | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |       89987 | NS      | $380495.04    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      102540 | NS      | $2737180.24   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26085.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2071.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-64829.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |    -3121800 | NS      | $-7553442.83  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                | TOMRA Systems ASA                                                                      | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Short            | EC               | CORP              | NO        |     -129527 | NS      | $-2021729.64  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8977.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129748.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1400.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2648.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      177803 | NS      | $1634009.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet OYJ                                                       | Valmet OYJ                                                                             | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |       61264 | NS      | $1898693.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                 | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |     -107677 | NS      | $-2542253.97  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-416842.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |      -44763 | NS      | $-3292426.72  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25548.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2457.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         142 | NC      | $1039245.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1047.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |      -11295 | NS      | $-3483378.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-120328.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12756.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                       | Signify NV                                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |      173133 | NS      | $4700992.25   | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                   | Nippon Paint Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Short            | EC               | CORP              | JP        |     -407100 | NS      | $-3274006.07  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                                        | Commerce Bancshares, Inc.                                                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14943 | NS      | $929006.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   478705091 | PA      | $66756.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56903.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                             | Domino's Pizza, Inc.                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        5981 | NS      | $2695038.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23220.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI Crude Oil                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        3922 | NC      | $-7406299.20  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      557915 | NS      | $9232682.86   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30704.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                  | J Sainsbury plc                                                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      558845 | NS      | $2224127.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $57541.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE 100 Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         576 | NC      | $-207038.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        6401 | NS      | $741235.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |     -137258 | NS      | $-2510448.82  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5870.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21796.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2000.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                            | Leggett & Platt, Inc.                                                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |      -97524 | NS      | $-869914.08   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3000.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19048.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    25995986 | PA      | $-268480.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6076.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                        | Endesa SA                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       41396 | NS      | $1311221.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8582.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7522.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                         | Flagstar Financial, Inc.                                                               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |     -565274 | NS      | $-5991904.40  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group, Inc. (The)                              | Descartes Systems Group, Inc. (The)                                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        5900 | NS      | $599336.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2601.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-660.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp.                                                  | API Group Corp.                                                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |      -35601 | NS      | $-1817431.05  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10859000 | PA      | $10647668.01  | 0.72%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13323.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |      -13042 | NS      | $-2675827.14  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                                   | Obayashi Corp.                                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      152600 | NS      | $2312167.74   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1704.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21776.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                                  | Dollarama, Inc.                                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        6615 | NS      | $932050.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                      | Boston Beer Co., Inc. (The), Class A                                                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        9572 | NS      | $1826433.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1484.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    81000000 | PA      | $531713.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-356020.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications, Inc.                                     | Iridium Communications, Inc.                                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Short            | EC               | CORP              | US        |      -84091 | NS      | $-2537025.47  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5495.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                               | Azimut Holding SpA                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |      123536 | NS      | $3963211.33   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-400205.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 62362000000 | PA      | $501532.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27844.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                           | Trane Technologies plc                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Short            | EC               | CORP              | IE        |      -10671 | NS      | $-4667602.11  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                              | Tokyo Electron Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Short            | EC               | CORP              | JP        |       -5500 | NS      | $-1053302.05  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-225.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU Aero Engines AG                                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Short            | EC               | CORP              | DE        |       -8979 | NS      | $-3988952.30  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       37958 | NS      | $3052582.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Short            | EC               | CORP              | AU        |     -113582 | NS      | $-1557449.94  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |      -23310 | NS      | $-2224007.10  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |      -61620 | NS      | $-1749391.80  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $575.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150709.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7416.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                          | Western Union Co. (The)                                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      140059 | NS      | $1179296.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                  | Kyushu Electric Power Co., Inc.                                                        | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |       72700 | NS      | $649998.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5958.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                   | Alimentation Couche-Tard, Inc.                                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |      -44093 | NS      | $-2191779.09  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      186720 | NS      | $5929164.98   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                                   | Freshpet, Inc.                                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |      -28693 | NS      | $-1949976.28  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                  | Federal Realty Investment Trust                                                        | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               | CORP              | US        |      -30431 | NS      | $-2890640.69  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Short            | EC               | CORP              | JP        |     -501000 | NS      | $-8628718.95  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Short            | EC               | CORP              | IM        |     -124493 | NS      | $-1541923.85  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                                      | easyJet plc                                                                            | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |      342454 | NS      | $2506185.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9485.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12311.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-94613.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy, Inc.                                            | Clearway Energy, Inc., Class C                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |      -28697 | NS      | $-918304.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      220872 | NS      | $9557131.44   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       89314 | NS      | $1918988.25   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5931.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27541.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       91323 | NS      | $3943327.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36004.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21173.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $366413.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6305.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                         | Sembcorp Industries Ltd.                                                               | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Short            | EC               | CORP              | SG        |     -213800 | NS      | $-1151759.95  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34967.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5249.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                       | Edwards Lifesciences Corp.                                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |      -33763 | NS      | $-2640604.23  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-778.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |      -17064 | NS      | $-1730630.88  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-64219.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                       | Sandvik AB                                                                             | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       79595 | NS      | $1827689.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc., Class A                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |     -185450 | NS      | $-4623268.50  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |      -34195 | NS      | $-3673910.80  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6523.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Short            | EC               | CORP              | JP        |     -106100 | NS      | $-2120077.85  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3157.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                   | REA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |       10529 | NS      | $1667360.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                     | Americold Realty Trust, Inc.                                                           | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Short            | EC               | CORP              | US        |     -189303 | NS      | $-3148108.89  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5279.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                     | Cie Generale des Etablissements Michelin SCA                                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Short            | EC               | CORP              | FR        |      -96516 | NS      | $-3589837.05  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10406.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                   | ACS Actividades de Construccion y Servicios SA                                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       83625 | NS      | $5812573.60   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11264.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       31402 | NS      | $3894162.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                                         | Franklin Resources, Inc.                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       80262 | NS      | $1914248.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co., Class A                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -95102 | NS      | $-3646210.68  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co. Ltd.                                                | MonotaRO Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -45400 | NS      | $-893737.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11228.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11705 | NS      | $2325198.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       12192 | NS      | $2980700.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                                       | Gates Industrial Corp. plc                                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      177728 | NS      | $4093075.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd.                                             | Whitehaven Coal Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Short            | EC               | CORP              | AU        |     -950195 | NS      | $-3391932.89  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8456.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                           | Julius Baer Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Short            | EC               | CORP              | CH        |      -31359 | NS      | $-2127232.84  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                                        | TDK Corp.                                                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      145500 | NS      | $1698356.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $752.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |    46267357 | NS      | $46267356.85  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82161.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       10645 | NS      | $2972190.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                              | Ajinomoto Co., Inc.                                                                    | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Short            | EC               | CORP              | JP        |      -20400 | NS      | $-553312.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6293.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-288.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                           | Valterra Platinum Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Short            | EC               | CORP              | ZA        |       -9381 | NS      | $-412063.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                         | Otsuka Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       87100 | NS      | $4318357.46   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        7751 | NS      | $1127460.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -230 | NC      | $-613803.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |      -51988 | NS      | $-4165278.56  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       13501 | NS      | $6715532.41   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18869.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-115746.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                             | ASM International NV                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Short            | EC               | CORP              | NL        |       -2456 | NS      | $-1575469.06  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |      -40200 | NS      | $-1034183.11  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |      -38287 | NS      | $-3572177.10  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                    | Beiersdorf AG                                                                          | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |       18608 | NS      | $2338987.74   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22499.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $366374.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                                      | Kyoto Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -238596 | NS      | $-4265854.32  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30814.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                              | Swiss Prime Site AG (Registered)                                                       | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |       12070 | NS      | $1811998.87   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5661.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                        | Molson Coors Beverage Co., Class B                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      132856 | NS      | $6389045.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1662.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4748.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                 | Elia Group SA/NV                                                                       | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Short            | EC               | CORP              | BE        |      -18104 | NS      | $-2090909.76  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5867.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                 | WSP Global, Inc.                                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Short            | EC               | CORP              | CA        |      -17515 | NS      | $-3572712.72  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24064.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7979.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-537663.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3216.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11445.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                                    | Graphic Packaging Holding Co.                                                          | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -34104 | NS      | $-718571.28   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3145.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries, Inc.                                 | Armstrong World Industries, Inc.                                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        8375 | NS      | $1360435.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6076.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29202.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4611.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                             | CCL Industries, Inc., Class B                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       34907 | NS      | $2035590.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |      -28854 | NS      | $-4430820.24  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, Inc.                                    | NIPPON EXPRESS HOLDINGS, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      128400 | NS      | $2575757.41   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co. Ltd.                                 | Kintetsu Group Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -50200 | NS      | $-950532.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                               | DXC Technology Co.                                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      188355 | NS      | $2879947.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43296.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71383.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc.                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        7873 | NS      | $724316.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                   | Public Storage                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        3200 | NS      | $938944.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                                      | Avnet, Inc.                                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      122925 | NS      | $6524859.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp.                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      556900 | NS      | $7817299.07   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9438.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Water, Inc.                                                  | Air Water, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        6100 | NS      | $91027.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19753.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-277.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       27536 | NS      | $1898056.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Short            | EC               | CORP              | JP        |      -91400 | NS      | $-2656481.93  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       25354 | NS      | $1938059.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                           | BKW AG                                                                                 | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |       15569 | NS      | $3413497.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                             | Kimberly-Clark Corp.                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       34643 | NS      | $4466175.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16633.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                | Equity LifeStyle Properties, Inc.                                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Short            | EC               | CORP              | US        |      -25971 | NS      | $-1601631.57  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8114.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146575.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |      -18975 | NS      | $-4148694.00  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                       | BioMerieux                                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Short            | EC               | CORP              | FR        |       -8330 | NS      | $-1152177.59  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |      -19996 | NS      | $-15587481.88 | -1.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                                 | AptarGroup, Inc.                                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |      -13975 | NS      | $-2186109.25  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd.                                             | Endeavour Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Short            | EC               | CORP              | AU        |    -1006813 | NS      | $-2657620.34  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd.                                            | Tabcorp Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800OCCFUN67NEY278       | Long             | EC               | CORP              | AU        |      734251 | NS      | $345262.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                    | Avantor, Inc.                                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      437257 | NS      | $5885479.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                        | Safran SA                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       12301 | NS      | $4011653.87   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                     | Glencore plc                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Short            | EC               | CORP              | JE        |     -594587 | NS      | $-2316893.03  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $926.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6439.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                                      | Graco, Inc.                                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       25930 | NS      | $2229202.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica plc                                                     | Centrica plc                                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     5172056 | NS      | $11475620.26  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4700000 | PA      | $47086.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                                       | TransUnion                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       13052 | NS      | $1148576.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                                  | Simpson Manufacturing Co., Inc.                                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |      -13726 | NS      | $-2131785.06  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1480.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22799.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      135899 | NS      | $3432000.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                 | Murphy USA, Inc.                                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        5966 | NS      | $2426968.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sohgo Security Services Co. Ltd.                                 | Sohgo Security Services Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      295500 | NS      | $2068915.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6025.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10713.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76862.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1259.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54764.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4564.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $351.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26469.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                               | Nibe Industrier AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Short            | EC               | CORP              | SE        |    -1331508 | NS      | $-5685090.39  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       82037 | NS      | $7474391.07   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshin Seifun Group, Inc.                                       | Nisshin Seifun Group, Inc.                                                             | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               | CORP              | JP        |       64900 | NS      | $775819.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place plc                                             | St James's Place plc                                                                   | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Short            | EC               | CORP              | GB        |      -48336 | NS      | $-787636.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-660.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9152.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460352.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                                | Embracer Group AB                                                                      | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |      245193 | NS      | $2798687.38   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                                              | ManpowerGroup, Inc.                                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       59037 | NS      | $2385094.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                   | Sumitomo Metal Mining Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Short            | EC               | CORP              | JP        |     -118800 | NS      | $-2927823.30  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1809.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |     -118520 | NS      | $-2689218.80  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                                     | Hexcel Corp.                                                                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       51893 | NS      | $2931435.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                           | Yara International ASA                                                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |       96040 | NS      | $3544133.15   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       11873 | NS      | $1583027.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1110.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SouthState Corp.                                                 | SouthState Corp.                                                                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Short            | EC               | CORP              | US        |      -23978 | NS      | $-2206695.34  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-773.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                                      | KDX Realty Investment Corp.                                                            | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Short            | EC               | CORP              | JP        |       -1341 | NS      | $-1455100.55  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6032.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3768.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2057.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2089.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                      | Bayerische Motoren Werke AG                                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |      -50812 | NS      | $-4525284.14  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32922.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                               | Computershare Ltd.                                                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Short            | EC               | CORP              | AU        |      -10028 | NS      | $-263075.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5459.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                              | First Horizon Corp.                                                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       93690 | NS      | $1986228.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                                   | Rayonier, Inc.                                                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       72979 | NS      | $1618674.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                         | Volvo AB, Class B                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       93527 | NS      | $2631626.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc., Class A                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        3028 | NS      | $1022918.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2840.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class A                                                                     | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Short            | EC               | CORP              | SE        |     -133220 | NS      | $-2898847.69  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14631.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71898.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-123337.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                   | Texas Capital Bancshares, Inc.                                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Short            | EC               | CORP              | US        |      -31954 | NS      | $-2537147.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-525809.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                          | Robinhood Markets, Inc., Class A                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -55604 | NS      | $-5206202.52  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                       | Skanska AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |       56237 | NS      | $1310018.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       54785 | NS      | $8340468.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc., Class A                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |      -89158 | NS      | $-6012815.52  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                                    | Carlsberg A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        9442 | NS      | $1337774.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                   | Tapestry, Inc.                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       46908 | NS      | $4118991.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   681700000 | PA      | $-402837.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                                        | ITT, Inc.                                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       13875 | NS      | $2176016.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-602410.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                     | Keyera Corp.                                                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |      -34425 | NS      | $-1125969.89  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1093.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Short            | EC               | CORP              | IT        |      -38355 | NS      | $-1596041.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21170.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TotalEnergies SE                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       30805 | NS      | $1882883.54   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33054.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5824.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32771.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       12264 | NS      | $807961.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      200229 | NS      | $4705942.92   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23964.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                       | Edenred SE                                                                             | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Short            | EC               | CORP              | FR        |      -57058 | NS      | $-1772250.78  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82169.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5621.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $411289.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group plc                                                     | BT Group plc                                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     3833471 | NS      | $10207471.86  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94372.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -119859 | NS      | $-5851460.49  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6870.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7614.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |      -13507 | NS      | $-2223927.55  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                                      | Chewy, Inc., Class A                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |      -71349 | NS      | $-3040894.38  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137838.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154970.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31748.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1883.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                                 | Blackstone, Inc.                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |      -31626 | NS      | $-4730617.08  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137887.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                               | Marriott Vacations Worldwide Corp.                                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |      -18844 | NS      | $-1362609.64  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $708.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                        | Nestle SA (Registered)                                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |      -35266 | NS      | $-3506370.47  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30035.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                    | Maximus, Inc.                                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       31232 | NS      | $2192486.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8975.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        3268 | NC      | $2167721.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $387.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Copper                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          55 | NC      | $267012.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       39491 | NS      | $4075851.32   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       30071 | NS      | $4093895.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7419.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19497.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                                           | OneMain Holdings, Inc.                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       24064 | NS      | $1371648.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis, Inc.                                                     | Fortis, Inc.                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       26483 | NS      | $1264493.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | EC               | CORP              | US        |      -20143 | NS      | $-1381608.37  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp.                                              | Capital Power Corp.                                                                    | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |      141850 | NS      | $5708375.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                                              | SEI Investments Co.                                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       68670 | NS      | $6170686.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-452894.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Billerud Aktiebolag                                              | Billerud Aktiebolag                                                                    | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |       56729 | NS      | $587763.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                     | LivaNova plc                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Short            | EC               | CORP              | GB        |      -10342 | NS      | $-465596.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      221135 | NS      | $8574976.16   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7011.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3482.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                 | MEG Energy Corp.                                                                       | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |       86581 | NS      | $1635931.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                 | Coca-Cola HBC AG                                                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      120624 | NS      | $6301715.96   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25042.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       12652 | NS      | $1131974.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10308.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                       | L'Oreal SA                                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Short            | EC               | CORP              | FR        |      -18711 | NS      | $-8014922.43  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71339.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32778.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4201.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $57735.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23356.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2918.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                                        | Hikma Pharmaceuticals plc                                                              | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |       14939 | NS      | $407670.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |     -213014 | NS      | $-4771513.60  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3705.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       29947 | NS      | $4372860.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-230.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                                       | STERIS plc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        3161 | NS      | $759335.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      605328 | NS      | $11988382.29  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                                         | Power Integrations, Inc.                                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |      -42446 | NS      | $-2372731.40  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9447.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                                  | SBM Offshore NV                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Short            | EC               | CORP              | NL        |     -138323 | NS      | $-3657067.38  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | EC               | CORP              | US        |      -13171 | NS      | $-2482074.95  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                       | Unum Group                                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       88653 | NS      | $7159616.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd.                                               | H World Group Ltd.                                                                     | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |      -56691 | NS      | $-1922958.72  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                                     | Gaztransport Et Technigaz SA                                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       14690 | NS      | $2906023.32   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Short            | EC               | CORP              | US        |      -52113 | NS      | $-3846981.66  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |      -21616 | NS      | $-1401149.12  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                                    | Ashland, Inc.                                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               | CORP              | US        |      -35989 | NS      | $-1809526.92  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.                               | McDonald's Holdings Co. Japan Ltd.                                                     | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |        6300 | NS      | $260580.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    79600000 | PA      | $-28913.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Short            | EC               | CORP              | IT        |    -1694359 | NS      | $-9760203.08  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9203.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                    | Obic Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       46500 | NS      | $1808155.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                         | Hirose Electric Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       14400 | NS      | $1738051.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                           | West Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Short            | EC               | CORP              | JP        |     -120600 | NS      | $-2757045.44  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-461022.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16568.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                             | Dassault Aviation SA                                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        3792 | NS      | $1340745.44   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    43915470 | PA      | $-482519.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18740.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9145.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28763.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76685.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                               | Equity Residential                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       54732 | NS      | $3693862.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        7360 | NS      | $2862745.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    11127000 | PA      | $11097391.39  | 0.75%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6031.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-784.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       51743 | NS      | $3330179.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       52559 | NS      | $5589124.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-216475.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                       | Crowdstrike Holdings, Inc., Class A                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |       -4982 | NS      | $-2537382.42  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6164.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Short            | EC               | CORP              | JP        |     -154600 | NS      | $-3750500.54  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30809.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE Taiwan Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         353 | NC      | $101892.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                                          | East West Bancorp, Inc.                                                                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16165 | NS      | $1632341.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Short            | EC               | CORP              | JP        |     -347900 | NS      | $-4743126.71  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4126.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-448421.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                             | Northern Trust Corp.                                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       54584 | NS      | $6920705.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       19124 | NS      | $3549796.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       80795 | NS      | $5812392.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4519.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $789.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global, Inc.                                                  | RB Global, Inc.                                                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -25454 | NS      | $-2704189.59  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RH                                                               | RH                                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -29655 | NS      | $-5605091.55  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4201.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $282638.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-117507.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-330.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32488.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10973.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                      | BOC Hong Kong Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |      634000 | NS      | $2759955.97   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                                          | Paylocity Holding Corp.                                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Short            | EC               | CORP              | US        |      -16265 | NS      | $-2947055.35  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                           | Alaska Air Group, Inc.                                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Short            | EC               | CORP              | US        |      -72783 | NS      | $-3601302.84  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10711.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       45280 | NS      | $2373124.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5662.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       94995 | NS      | $4764949.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16723.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18871.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |      -84033 | NS      | $-4357111.05  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |      -44115 | NS      | $-4524875.55  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock, Inc.                                                  | Blackrock, Inc.                                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Short            | EC               | CORP              | US        |       -4272 | NS      | $-4482396.00  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13527.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23193.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       35581 | NS      | $4534086.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12034.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                          | EXOR NV                                                                                | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |        4464 | NS      | $450629.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-166068.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corn                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -4311 | NC      | $3284777.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GN Store Nord A/S                                                | GN Store Nord A/S                                                                      | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Short            | EC               | CORP              | DK        |      -89412 | NS      | $-1379467.45  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                             | Weir Group plc (The)                                                                   | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Short            | EC               | CORP              | GB        |      -31880 | NS      | $-1090286.69  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2172.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                                | CLP Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       58000 | NS      | $489854.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                      | Santos Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Short            | EC               | CORP              | AU        |     -324918 | NS      | $-1638193.37  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                               | Reinsurance Group of America, Inc.                                                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       27864 | NS      | $5527103.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $846.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                   | Tecan Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |        4337 | NS      | $887554.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co.                                               | U-Haul Holding Co.                                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        4250 | NS      | $257380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1268.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123022.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |       -9856 | NS      | $-5410549.76  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29774.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                       | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Short            | EC               | CORP              | GB        |      -28241 | NS      | $-1061076.30  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                      | Pearson plc                                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |      189537 | NS      | $2792070.55   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                                  | Japan Airport Terminal Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Short            | EC               | CORP              | JP        |      -45800 | NS      | $-1462492.70  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares, Inc.                                 | First Financial Bankshares, Inc.                                                       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |      -44947 | NS      | $-1617193.06  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                            | NXP Semiconductors NV                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        9843 | NS      | $2150597.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137828.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23952.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Donaldson Co., Inc.                                              | Donaldson Co., Inc.                                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       39237 | NS      | $2721085.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                         | Intuitive Surgical, Inc.                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |       -1386 | NS      | $-753166.26   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                  | Regeneron Pharmaceuticals, Inc.                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       12543 | NS      | $6585075.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $336.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                      | Finning International, Inc.                                                            | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       77837 | NS      | $3327828.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        1829 | NS      | $10588519.96  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |     -105912 | NS      | $-4449363.12  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6204.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-458573.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Short            | EC               | CORP              | US        |      -11408 | NS      | $-1511103.68  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $504.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6055.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3211.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33053.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       42298 | NS      | $3591523.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    55756987 | PA      | $1421289.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8397.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Short            | EC               | CORP              | JP        |       -8300 | NS      | $-574076.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                                                      | NIDEC Corp.                                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Short            | EC               | CORP              | JP        |     -130800 | NS      | $-2541849.43  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16310.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |      -25971 | NS      | $-4764899.37  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2054.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51069.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp.                                                        | FNB Corp.                                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      152775 | NS      | $2227459.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd.                                                        | Atco Ltd., Class I                                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |       69733 | NS      | $2600361.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4160.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                           | Yangzijiang Shipbuilding Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |     4970900 | NS      | $8674716.77   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Short            | EC               | CORP              | NL        |      -62716 | NS      | $-3518775.58  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8382.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                      | Moncler SpA                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Short            | EC               | CORP              | IT        |      -35174 | NS      | $-2006378.31  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2053.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                              | Allison Transmission Holdings, Inc.                                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       62491 | NS      | $5936020.09   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41211.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   306000000 | PA      | $-126191.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55495.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1595.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7384.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45292.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $581.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15469.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $129449.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                        | PTC, Inc.                                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |       -5731 | NS      | $-987680.54   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $464.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Short            | EC               | CORP              | DE        |      -53634 | NS      | $-1963197.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |       -3780 | NS      | $-651105.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5549.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12982.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co. Ltd.                                         | Yamazaki Baking Co. Ltd.                                                               | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       28600 | NS      | $640212.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd.                                                         | SGH Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |       52673 | NS      | $1875903.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Short            | EC               | CORP              | US        |      -71628 | NS      | $-6535338.72  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13553.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                 | Deutsche Post AG                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Short            | EC               | CORP              | DE        |      -14063 | NS      | $-651396.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd.                                    | Jardine Cycle & Carriage Ltd.                                                          | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |       14400 | NS      | $276216.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81965.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                         | Tyler Technologies, Inc.                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        1783 | NS      | $1057033.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                                     | Copart, Inc.                                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       54103 | NS      | $2654834.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                        | Partners Group Holding AG                                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Short            | EC               | CORP              | CH        |       -3787 | NS      | $-4954631.90  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |      149351 | NS      | $4335483.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15862.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24779.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29698.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG                                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       72139 | NS      | $16988503.83  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                | Siemens Energy AG                                                                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Short            | EC               | CORP              | DE        |       -3954 | NS      | $-462147.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corp.                                                      | Sharp Corp.                                                                            | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |      208000 | NS      | $1011164.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       29045 | NS      | $3474072.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $417.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                                                | Medibank Pvt Ltd.                                                                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |      390988 | NS      | $1298432.12   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       47325 | NS      | $5246922.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4962.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       22568 | NS      | $2663024.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co., Class A                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -1985 | NS      | $-668865.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $288876.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1680.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $119.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                        | Zoom Communications, Inc., Class A                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      152867 | NS      | $11920568.66  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign, Inc.                                                   | Docusign, Inc., Class A                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       53408 | NS      | $4159949.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       36365 | NS      | $3119026.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                                          | Croda International plc                                                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Short            | EC               | CORP              | GB        |      -51690 | NS      | $-2075250.42  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8128.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |     -135398 | NS      | $-7896411.36  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp.                                           | Yaskawa Electric Corp.                                                                 | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Short            | EC               | CORP              | JP        |     -176700 | NS      | $-3995753.83  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                           | Jacobs Solutions, Inc.                                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15826 | NS      | $2080327.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      143489 | NS      | $7061093.69   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                     | ROCKWOOL A/S, Class B                                                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      125450 | NS      | $5880129.08   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty, Inc.                                                 | elf Beauty, Inc.                                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Short            | EC               | CORP              | US        |      -28463 | NS      | $-3541935.72  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       40891 | NS      | $1518691.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                                     | Chemed Corp.                                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Short            | EC               | CORP              | US        |       -1187 | NS      | $-577985.91   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5896.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        5293 | NS      | $2146099.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6579.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     3051818 | PA      | $114950.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                    | Moderna, Inc.                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |     -159065 | NS      | $-4388603.35  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DAX Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -141 | NC      | $-2082229.94  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                            | Onto Innovation, Inc.                                                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Short            | EC               | CORP              | US        |       -6765 | NS      | $-682791.45   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc., Class A                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         904 | NS      | $430936.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1230.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                           | AAK AB                                                                                 | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |       17495 | NS      | $459677.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          20 | NC      | $412510.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co. Ltd.                                                  | Empire Co. Ltd., Class A                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      145623 | NS      | $6043073.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |       -9673 | NS      | $-3131537.02  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |      -54146 | NS      | $-2877318.44  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hang Seng Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |          74 | NC      | $-123688.67   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71811.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                            | Anglogold Ashanti plc                                                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |       11749 | NS      | $535401.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13333.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-604394.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      101481 | NS      | $879313.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29167.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |       -3583 | NS      | $-1797196.97  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18389.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd.                                                    | Vicinity Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     2826622 | NS      | $4614361.87   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |      -28493 | NS      | $-1722971.71  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Marui Group Co. Ltd.                                             | Marui Group Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Short            | EC               | CORP              | JP        |     -132500 | NS      | $-2819095.71  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $57739.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3095.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                       | Salmar ASA                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Short            | EC               | CORP              | NO        |      -25593 | NS      | $-1109096.02  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4613.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      110838 | NS      | $5668255.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4127.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                          | Commvault Systems, Inc.                                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       29235 | NS      | $5096537.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       36025 | NS      | $3652214.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                     | Sprouts Farmers Market, Inc.                                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Short            | EC               | CORP              | US        |      -23192 | NS      | $-3818330.88  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      327550 | NS      | $1087466.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                      | Novartis AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       67605 | NS      | $8205699.45   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       13995 | NS      | $1261369.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                             | Sompo Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      218100 | NS      | $6572400.42   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                                      | Dover Corp.                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       16437 | NS      | $3011751.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $707.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       44649 | NS      | $3170079.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-435325.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1662.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings Corp.                                               | UWM Holdings Corp., Class A                                                            | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -111156 | NS      | $-460185.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1050.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |      -10037 | NS      | $-1546802.07  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |      -31397 | NS      | $-6864326.11  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   739000000 | PA      | $-457921.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-90454.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-115754.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7521.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60190.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          45 | NC      | $1281999.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |      -43609 | NS      | $-3517065.85  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5472.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |  2288825000 | PA      | $-2862.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                     | Incyte Corp.                                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      117876 | NS      | $8027355.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7291.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp.                                                        | RLI Corp.                                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |      -39111 | NS      | $-2824596.42  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                                   | Medical Properties Trust, Inc.                                                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      296331 | NS      | $1277186.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                      | Amrize Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       84142 | NS      | $4197290.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co. Ltd.                                           | Oriental Land Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Short            | EC               | CORP              | JP        |     -225200 | NS      | $-5186755.88  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24567.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25060.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -398 | NC      | $-1909693.14  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Short            | EC               | CORP              | JE        |     -358009 | NS      | $-2520737.76  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |      -40738 | NS      | $-1893909.62  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                              | Amadeus IT Group SA                                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Short            | EC               | CORP              | ES        |      -56841 | NS      | $-4802100.40  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150715.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        3701 | NS      | $2585037.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6349.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                       | Getlink SE                                                                             | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Short            | EC               | CORP              | FR        |      -90035 | NS      | $-1738038.06  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                             | BlueScope Steel Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      394977 | NS      | $6018871.56   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                             | Crown Holdings, Inc.                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       12592 | NS      | $1296724.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7240.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes                                              | Novonesis Novozymes, Class B                                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Short            | EC               | CORP              | DK        |      -22738 | NS      | $-1632517.52  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                    | Fortive Corp.                                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |      -20933 | NS      | $-1091237.29  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                                       | ASGN, Inc.                                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       15509 | NS      | $774364.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                          | Tokyo Electric Power Co. Holdings, Inc.                                                | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |      669100 | NS      | $2227248.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192611.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Short            | EC               | CORP              | JP        |     -156500 | NS      | $-3444462.12  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc.                                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       81807 | NS      | $2967957.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $209458.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    47605311 | PA      | $401590.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                    | Keyence Corp.                                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        1500 | NS      | $599742.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | Eisai Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Short            | EC               | CORP              | JP        |     -237000 | NS      | $-6806738.90  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                             | Kobe Bussan Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Short            | EC               | CORP              | JP        |     -129400 | NS      | $-4018592.54  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27861.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36355.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |      -20548 | NS      | $-2661787.92  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1754.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                       | Highwoods Properties, Inc.                                                             | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      122740 | NS      | $3815986.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |      -55871 | NS      | $-4703220.78  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                          | Permian Resources Corp., Class A                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |     -172948 | NS      | $-2355551.76  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc.                                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      135189 | NS      | $1930498.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoshizaki Corp.                                                  | Hoshizaki Corp.                                                                        | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Short            | EC               | CORP              | JP        |      -49700 | NS      | $-1712565.40  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73863.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $311.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                      | Tesla, Inc.                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -12170 | NS      | $-3865922.20  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5501.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                     | Constellation Software, Inc.                                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         486 | NS      | $1782041.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-541018.18   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11249.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                        | Essity AB, Class B                                                                     | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |      168594 | NS      | $4668178.05   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       33219 | NS      | $2278823.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       34452 | NS      | $8867600.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150471.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |      -20829 | NS      | $-1524474.51  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-347.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $924.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA (Preference)                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Short            | EP               | CORP              | DE        |      -15646 | NS      | $-1229518.73  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                               | Cirrus Logic, Inc.                                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       59972 | NS      | $6252380.86   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3880.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8995.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                            | Texas Roadhouse, Inc., Class A                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       15658 | NS      | $2934465.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                                    | Certara, Inc.                                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -155722 | NS      | $-1821947.40  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corp.                               | Japan Real Estate Investment Corp.                                                     | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |         615 | NS      | $503477.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2474.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35753.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       29134 | NS      | $4596179.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                       | Anheuser-Busch InBev SA/NV                                                             | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       17201 | NS      | $1183435.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                     | SIG Group AG                                                                           | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Short            | EC               | CORP              | CH        |     -317965 | NS      | $-5881413.08  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                      | Ionis Pharmaceuticals, Inc.                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |     -220993 | NS      | $-8731433.43  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19050.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                                     | Terumo Corp.                                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Short            | EC               | CORP              | JP        |      -32700 | NS      | $-600106.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8954.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                    | Portland General Electric Co.                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       74567 | NS      | $3029657.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                                       | Saia, Inc.                                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |      -21076 | NS      | $-5774613.24  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25206.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                   | Atlas Copco AB, Class A                                                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |     -294856 | NS      | $-4766644.80  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                                     | LPL Financial Holdings, Inc.                                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |       -5025 | NS      | $-1884224.25  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4498.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                | Yum! Brands, Inc.                                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        2770 | NS      | $410458.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15377.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                            | Aeroports de Paris SA                                                                  | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Short            | EC               | CORP              | FR        |      -17953 | NS      | $-2250808.36  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |      -50702 | NS      | $-11601631.64 | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                                       | Silicon Laboratories, Inc.                                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Short            | EC               | CORP              | US        |      -24417 | NS      | $-3598089.12  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13523.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |      -44367 | NS      | $-2438853.99  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries plc                                           | Melrose Industries plc                                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Short            | EC               | CORP              | GB        |     -374083 | NS      | $-2724516.10  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8892.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                     | Charter Communications, Inc., Class A                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        5774 | NS      | $2360468.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |      -11599 | NS      | $-1986170.98  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5871.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -45 | NC      | $-1315192.73  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5306.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                                   | Kikkoman Corp.                                                                         | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |     -228000 | NS      | $-2114891.85  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1230.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100824.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    14736000 | PA      | $14708885.76  | 1.00%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crane Co.                                                        | Crane Co.                                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |        6582 | NS      | $1249855.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53097.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                            | Thor Industries, Inc.                                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |      -14228 | NS      | $-1263588.68  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | EC               | CORP              | CA        |      -46071 | NS      | $-6071865.15  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |     -133444 | NS      | $-5427167.48  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                        | Asahi Group Holdings Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      242600 | NS      | $3242867.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                                       | Fortum OYJ                                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      368534 | NS      | $6910676.61   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9910.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $209441.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40704.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3708.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1166.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |      -34089 | NS      | $-3059146.86  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21656.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31129 | NS      | $3282864.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-69408.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2390.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27336.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4742.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | Sumitomo Electric Industries Ltd.                                                      | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Short            | EC               | CORP              | JP        |     -123400 | NS      | $-2646116.79  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                               | ConvaTec Group plc                                                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Short            | EC               | CORP              | GB        |     -152403 | NS      | $-603675.59   | -0.04%            |  |  |  | Yes           |                  2 | On Loan: No      |
| USS Co. Ltd.                                                     | USS Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Short            | EC               | CORP              | JP        |      -42400 | NS      | $-467287.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       20957 | NS      | $1445613.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        7294 | NS      | $395188.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18229.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |      -38823 | NS      | $-1539331.95  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28235.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $77255.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAC 40 10 Euro Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -1881 | NC      | $367957.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -29 | NC      | $-515593.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                                                 | BorgWarner, Inc.                                                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       89513 | NS      | $2996895.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9075.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skylark Holdings Co. Ltd.                                        | Skylark Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |       79900 | NS      | $1672830.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontown Resources Ltd.                                          | Liontown Resources Ltd.                                                                | CUSIP: N/A<br>LEI: 529900LT0V2IEL7WZY56       | Short            | EC               | CORP              | AU        |    -3627208 | NS      | $-1675629.88  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                       | Orica Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       21625 | NS      | $277675.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3375.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                                  | DKSH Holding AG                                                                        | CUSIP: N/A<br>LEI: 549300HUUUNHO6FJUS42       | Long             | EC               | CORP              | CH        |        4460 | NS      | $346914.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                     | Fastenal Co.                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       64122 | NS      | $2693124.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39749.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                             | SG Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -268600 | NS      | $-2991665.27  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Diploma plc                                                      | Diploma plc                                                                            | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Short            | EC               | CORP              | GB        |      -38226 | NS      | $-2566107.08  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32500000 | PA      | $177570.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |      -27649 | NS      | $-1610830.74  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16311.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp.                                                       | Pool Corp.                                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -15725 | NS      | $-4583523.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp.                                               | Konami Group Corp.                                                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |       18200 | NS      | $2877451.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                       | AGCO Corp.                                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | EC               | CORP              | US        |       -3340 | NS      | $-344554.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-918.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                    | Fukuoka Financial Group, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -16600 | NS      | $-443497.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54121.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4718.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                | Nomura Real Estate Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |       92500 | NS      | $541792.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                         | New York Times Co. (The), Class A                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       57021 | NS      | $3192035.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                            | Electronic Arts, Inc.                                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       54014 | NS      | $8626035.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp.                                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      219812 | NS      | $3434991.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                                   | Westlake Corp.                                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |      -15046 | NS      | $-1142442.78  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21539.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |      -12812 | NS      | $-5386933.52  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       61182 | NS      | $5085447.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5306.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4219.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8131.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                  | Schlumberger NV                                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |     -124415 | NS      | $-4205227.00  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                               | Brown-Forman Corp., Class B                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -109966 | NS      | $-2959185.06  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica, Inc.                                        | Lululemon Athletica, Inc.                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |       -1911 | NS      | $-454015.38   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                                       | Haleon plc                                                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Short            | EC               | CORP              | GB        |     -519317 | NS      | $-2669098.15  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                           | Daikin Industries Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Short            | EC               | CORP              | JP        |      -25200 | NS      | $-2958070.76  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Short            | EC               | CORP              | FR        |     -209553 | NS      | $-4891163.49  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Short            | EC               | CORP              | SG        |      -86560 | NS      | $-3055748.23  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                          | Webster Financial Corp.                                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       43726 | NS      | $2387439.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma, Inc.                                            | Astellas Pharma, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Short            | EC               | CORP              | JP        |     -290300 | NS      | $-2842314.13  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32501.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-84478.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-150128.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |      -11039 | NS      | $-1600213.44  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining plc                                             | Endeavour Mining plc                                                                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Short            | EC               | CORP              | GB        |      -53944 | NS      | $-1657105.45  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                            | MINEBEA MITSUMI, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |       34600 | NS      | $505981.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4279.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                         | SCREEN Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       23000 | NS      | $1870162.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Keio Corp.                                                       | Keio Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -33400 | NS      | $-811979.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13389.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1676.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20083.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1481.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                        | Kering SA                                                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Short            | EC               | CORP              | FR        |      -19087 | NS      | $-4158210.36  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      153008 | NS      | $1850814.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                 | Wacker Chemie AG                                                                       | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Short            | EC               | CORP              | DE        |      -19424 | NS      | $-1424361.73  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp.                                                   | Celanese Corp., Class A                                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               | CORP              | US        |      -22613 | NS      | $-1251177.29  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                          | Avis Budget Group, Inc.                                                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |       -9639 | NS      | $-1629472.95  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group plc                                       | United Utilities Group plc                                                             | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Short            | EC               | CORP              | GB        |      -64428 | NS      | $-1011697.75  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                   | Woodward, Inc.                                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       24167 | NS      | $5923090.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3815.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $596.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25525.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27866.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25046.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $932.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                             | First Hawaiian, Inc.                                                                   | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       23069 | NS      | $575802.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $554316.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-198290.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1728.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1203.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3491.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |       -3422 | NS      | $-1605533.96  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals, Inc.                                           | Mitsui Chemicals, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |       18100 | NS      | $418484.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                           | Labcorp Holdings, Inc.                                                                 | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1958 | NS      | $-513994.58   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                                      | ZoomInfo Technologies, Inc., Class A                                                   | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Short            | EC               | CORP              | US        |      -92261 | NS      | $-933681.32   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Zealand Pharma A/S                                               | Zealand Pharma A/S                                                                     | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Short            | EC               | CORP              | DK        |      -13103 | NS      | $-734844.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      198788 | NS      | $2949558.93   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |      -23202 | NS      | $-934112.52   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1908.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44394.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32230.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      104215 | NS      | $5364988.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4713.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      223519 | NS      | $2351419.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                                     | Rambus, Inc.                                                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       31697 | NS      | $2029241.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |      -14307 | NS      | $-5554120.47  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13528.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4720.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6219.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       46486 | NS      | $7464721.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-358462.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-420385.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Short            | EC               | CORP              | US        |      -10769 | NS      | $-1534044.05  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group plc                                            | Auto Trader Group plc                                                                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |       88414 | NS      | $1001447.39   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5902.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16570.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                   | Continental AG                                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       27621 | NS      | $2410698.51   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19875.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       52103 | NS      | $2828150.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7575.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                                   | Kingfisher plc                                                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |     1333929 | NS      | $5327175.34   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6744.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-302.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26476.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60957.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7478.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |      -22139 | NS      | $-2126229.56  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-123320.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-665.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                        | Bunzl plc                                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Short            | EC               | CORP              | GB        |      -35034 | NS      | $-1116410.56  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8426.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |       52000 | NS      | $658732.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |       -4967 | NS      | $-1484586.63  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       38305 | NS      | $7430786.95   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    40826000 | PA      | $40576241.23  | 2.76%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35815.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                       | Air Canada                                                                             | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |      309468 | NS      | $4788317.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5654.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                                         | XP, Inc., Class A                                                                      | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Short            | EC               | CORP              | KY        |      -44322 | NS      | $-895304.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       30298 | NS      | $9084855.30   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40709.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                           | SEB SA                                                                                 | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Short            | EC               | CORP              | FR        |       -6924 | NS      | $-654569.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |      -14070 | NS      | $-3237225.60  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   739000000 | PA      | $-437664.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-446649.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       74468 | NS      | $2406061.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75508.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        2561 | NC      | $1923838.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1049.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co.                                               | Erie Indemnity Co., Class A                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |       -7536 | NS      | $-2613409.44  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                                           | Tradeweb Markets, Inc., Class A                                                        | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6650 | NS      | $-973560.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                          | Valley National Bancorp                                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      604138 | NS      | $5394952.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $185245.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34745.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       19799 | NS      | $9169708.86   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20700.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9500000 | PA      | $55390.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9288.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Short            | EC               | CORP              | JP        |     -483900 | NS      | $-6530370.24  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7310.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7068.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                             | PotlatchDeltic Corp.                                                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Short            | EC               | CORP              | US        |      -63926 | NS      | $-2452840.62  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                                  | Blackbaud, Inc.                                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Short            | EC               | CORP              | US        |       -6735 | NS      | $-432454.35   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      124968 | NS      | $5592318.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                        | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4260 | NS      | $-610415.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       56436 | NS      | $2954424.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |       -9052 | NS      | $-964490.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6656.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1418.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $282627.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7490.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      219580 | NS      | $9930444.43   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                    | Estee Lauder Cos., Inc. (The), Class A                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |      -53326 | NS      | $-4308740.80  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                                    | Inspire Medical Systems, Inc.                                                          | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Short            | EC               | CORP              | US        |      -28849 | NS      | $-3743734.73  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |        -676 | NS      | $-2509467.48  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy, Inc.                                              | Suncor Energy, Inc.                                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       36172 | NS      | $1354972.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4499.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2376000 | PA      | $2365619.97   | 0.16%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        8390 | NS      | $626397.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                                     | Brixmor Property Group, Inc.                                                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      138456 | NS      | $3605394.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co. Ltd.                                                    | Aeon Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Short            | EC               | CORP              | JP        |     -191700 | NS      | $-5876141.56  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |       86100 | NS      | $939898.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8954.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                       | Boliden AB                                                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       39932 | NS      | $1247853.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5972.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd.                                                     | Kanzhun Ltd.                                                                           | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Short            | EC               | CORP              | KY        |      -87752 | NS      | $-1565495.68  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2999.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2834.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AtkinsRealis Group, Inc.                                         | AtkinsRealis Group, Inc.                                                               | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Short            | EC               | CORP              | CA        |      -36292 | NS      | $-2545437.06  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4275.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-117500.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22587.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      945564 | NS      | $6640652.62   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                        | Repsol SA                                                                              | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      281363 | NS      | $4115327.09   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-432.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2090.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                                              | Tokyo Century Corp.                                                                    | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |      147000 | NS      | $1654955.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |      -11394 | NS      | $-2682717.30  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                  | Kuehne + Nagel International AG (Registered)                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Short            | EC               | CORP              | CH        |      -17129 | NS      | $-3709161.57  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                       | Fluidra SA                                                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Short            | EC               | CORP              | ES        |     -103655 | NS      | $-2598700.52  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Short            | EC               | CORP              | GB        |     -539703 | NS      | $-7922118.49  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       16174 | NS      | $4611599.05   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       12554 | NS      | $6715009.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                            | Ollie's Bargain Outlet Holdings, Inc.                                                  | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               | CORP              | US        |      -15839 | NS      | $-2087263.42  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                                | Lundin Gold, Inc.                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       16282 | NS      | $859684.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27595.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                     | Iberdrola SA                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Short            | EC               | CORP              | ES        |     -159200 | NS      | $-3062694.47  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |      -21448 | NS      | $-1913376.08  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | GB        |     -189664 | NS      | $-4715594.73  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460413.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7617.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                      | Swiss Re AG                                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       17689 | NS      | $3059968.95   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RBOB Gasoline                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -1979 | NC      | $1012164.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                          | SCOR SE                                                                                | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Short            | EC               | CORP              | FR        |      -78588 | NS      | $-2610069.48  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                     | Floor & Decor Holdings, Inc., Class A                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |      -50102 | NS      | $-3805747.92  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                                    | Clarivate plc                                                                          | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |       70445 | NS      | $302913.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                                | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Short            | EC               | CORP              | JP        |      -46000 | NS      | $-996157.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1100.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                                           | Hayward Holdings, Inc.                                                                 | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -177298 | NS      | $-2446712.40  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                                       | CapitaLand Investment Ltd.                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Short            | EC               | CORP              | SG        |    -2247400 | NS      | $-4685070.18  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $944.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50846.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-61250.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                             | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | EC               | CORP              | DK        |      -80723 | NS      | $-3477435.81  | -0.24%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        6005 | NS      | $1637503.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                | InterContinental Hotels Group plc                                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       35161 | NS      | $4020139.56   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                         | Rolls-Royce Holdings plc                                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      393036 | NS      | $5208767.67   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25107.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $351.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-867.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                        | Dow, Inc.                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |      -74719 | NS      | $-1978559.12  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       47353 | NS      | $3855007.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                        | Mitsubishi Electric Corp.                                                              | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      349300 | NS      | $7513084.98   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                            | BellRing Brands, Inc.                                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |      -43183 | NS      | $-2501591.19  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                      | Garmin Ltd.                                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        8681 | NS      | $1811898.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                             | Tourmaline Oil Corp.                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Short            | EC               | CORP              | CA        |      -44688 | NS      | $-2156050.38  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Short            | EC               | CORP              | CA        |     -182924 | NS      | $-4581999.37  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42322.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | Hannover Rueck SE                                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |        4420 | NS      | $1392801.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                  | Isetan Mitsukoshi Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Short            | EC               | CORP              | JP        |     -109600 | NS      | $-1668812.71  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                          | DSV A/S                                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Short            | EC               | CORP              | DK        |      -14292 | NS      | $-3427998.28  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28516.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust                                | National Storage Affiliates Trust                                                      | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |      -73180 | NS      | $-2341028.20  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                                        | Xero Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        4038 | NS      | $477813.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                           | Align Technology, Inc.                                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        9908 | NS      | $1875881.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Short            | EC               | CORP              | GB        |    -2864603 | NS      | $-10023071.01 | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $194918.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       88403 | NS      | $6275038.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                                 | Tetra Tech, Inc.                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |      -48559 | NS      | $-1746181.64  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19482.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                   | Nissin Foods Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Short            | EC               | CORP              | JP        |     -101400 | NS      | $-2106600.56  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5286.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                                       | Globant SA                                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Short            | EC               | CORP              | LU        |      -21907 | NS      | $-1990031.88  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90194.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       54872 | NS      | $4648207.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                                 | Sensata Technologies Holding plc                                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      136325 | NS      | $4104745.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         873 | NC      | $1247663.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene OYJ                                                  | UPM-Kymmene OYJ                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Short            | EC               | CORP              | FI        |     -153031 | NS      | $-4178973.53  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27838.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                             | WiseTech Global Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Short            | EC               | CORP              | AU        |      -20629 | NS      | $-1479426.43  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                                            | Lamar Advertising Co., Class A                                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       19863 | NS      | $2410573.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                                           | Envista Holdings Corp.                                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      267584 | NS      | $5228591.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2604.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                       | Aegon Ltd.                                                                             | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Short            | EC               | CORP              | BM        |     -647174 | NS      | $-4689885.03  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Short            | EC               | CORP              | US        |      -17193 | NS      | $-2855929.23  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                                              | Graham Holdings Co., Class B                                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        6932 | NS      | $6558850.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp.                                                     | Makita Corp.                                                                           | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |       93600 | NS      | $2882689.61   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Short            | EC               | CORP              | NL        |     -174508 | NS      | $-2261623.68  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      224600 | NS      | $3319742.86   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                    | Wheaton Precious Metals Corp.                                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Short            | EC               | CORP              | CA        |       -4609 | NS      | $-414480.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36353.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block, Inc.                                                  | H&R Block, Inc.                                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      140163 | NS      | $7693547.07   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5255.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                   | Amada Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |      201900 | NS      | $2203334.95   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       31403 | NS      | $2556204.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                                         | Valmont Industries, Inc.                                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        1504 | NS      | $491161.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-602487.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread plc                                                    | Whitbread plc                                                                          | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Short            | EC               | CORP              | GB        |      -17372 | NS      | $-674138.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $337.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3976.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |       -9271 | NS      | $-3291668.55  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9261.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $119.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                                      | nCino, Inc.                                                                            | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Short            | EC               | CORP              | US        |     -175242 | NS      | $-4901518.74  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                                    | Crane NXT Co.                                                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |      -18439 | NS      | $-993862.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                                 | ASR Nederland NV                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       25069 | NS      | $1665724.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15946.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33009.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer SE                                                    | TeamViewer SE                                                                          | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Long             | EC               | CORP              | DE        |       23417 | NS      | $264270.18    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                     | Chipotle Mexican Grill, Inc., Class A                                                  | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -66871 | NS      | $-3754806.65  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6346.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52086.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                        | United Overseas Bank Ltd.                                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       72400 | NS      | $2049188.99   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                      | Cabot Corp.                                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       24513 | NS      | $1838475.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                                      | Beazley plc                                                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |      166459 | NS      | $2137336.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        3630 | NS      | $2654909.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                | LEG Immobilien SE                                                                      | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Short            | EC               | CORP              | DE        |      -20221 | NS      | $-1799901.61  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27596.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $486.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       96080 | NS      | $682930.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG (Registered)                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      373292 | NS      | $11066402.52  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                            | Thomson Reuters Corp.                                                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |      -25589 | NS      | $-5145798.98  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                            | Applied Industrial Technologies, Inc.                                                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        6517 | NS      | $1514876.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $926.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                 | Globe Life, Inc.                                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Short            | EC               | CORP              | US        |       -8929 | NS      | $-1109785.41  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                                       | eBay, Inc.                                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       88285 | NS      | $6573701.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica, Inc.                                                  | Celestica, Inc.                                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       31337 | NS      | $4896097.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1946.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |      -34122 | NS      | $-2322002.10  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |      -28608 | NS      | $-2497192.32  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp.                                                  | A O Smith Corp.                                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       37268 | NS      | $2443662.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                                     | Cintas Corp.                                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26014 | NS      | $5797740.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                                   | Unicharm Corp.                                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Short            | EC               | CORP              | JP        |     -474100 | NS      | $-3423376.03  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19785.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                            | Virtu Financial, Inc., Class A                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       16504 | NS      | $739214.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                             | Koninklijke Vopak NV                                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Short            | EC               | CORP              | NL        |       -9386 | NS      | $-466195.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |     -385723 | NS      | $-3863453.36  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-302.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Short            | EC               | CORP              | GB        |      -41283 | NS      | $-5745320.74  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-512.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp. Ltd.                                             | Lendlease Corp. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |      510136 | NS      | $1807775.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17142.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36101.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                          | Toyota Industries Corp.                                                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       25600 | NS      | $2889285.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |      -52696 | NS      | $-1950278.96  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-348481.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                        | BXP, Inc.                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |      -63144 | NS      | $-4260325.68  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10258.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                               | Best Buy Co., Inc.                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       90219 | NS      | $6056401.47   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-260.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |      -13891 | NS      | $-2437453.77  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer