# EDGAR Filing Document

**Accession Number:** 0001479599
**File Stem:** 0001752724-25-198430
**Filing Date:** 2025-8
**Character Count:** 140165
**Document Hash:** 2170c06003a4087a150f1c8bb29e796c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198430.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198430

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AGF Investments Trust
- **CENTRAL INDEX KEY:** 0001479599

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22540
- **FILM NUMBER:** 251243230

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** SUITE 1308
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-292-9801

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** SUITE 1308
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FQF Trust
- **DATE OF NAME CHANGE:** 20091229

## Series and Classes Contracts Data

### AGF U.S. Market Neutral Anti-Beta Fund (Series ID: S000033013)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000101802 | AGF U.S. Market Neutral Anti-Beta Fund | BTAL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AGF Investments Trust

- **b. Investment Company Act file number:** 811-22540

- **c. CIK number of Registrant:** 0001479599

- **d. LEI of Registrant:** 549300LZ7H1IZJQS6J67

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

  - **Street Address 1:** 99 High Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-292-9801

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

- **a. Name of Series:** AGF U.S. Market Neutral Anti-Beta Fund

- **b. EDGAR series identifier (if any):** S000033013

- **c. LEI of Series:** 549300YBDDPCJBGJCO29

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

- **a. Date of fiscal year-end:** 2025-06-30

- **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:** $599915776.01

**Total Liabilities:** $303695194.06

**Net Assets:** $296220581.95

**Cash Not Reported:** $315736067.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000101802 | -2.84%               | -4.75%               | -7.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1106804.35              | $-12264716.10                              |
| Month 2  | $-3772101.32             | $-13313096.28                              |
| Month 3  | $-4111873.73             | $-17727458.75                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brown & Brown, Inc.                          | Brown & Brown, Inc.                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     12358 | NS      | $1370131.46   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |    -14362 | NS      | $-1770116.50  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp.                      | WillScot Holdings Corp.                       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |    -49766 | NS      | $-1363588.40  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                           | Agree Realty Corp.                            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18036 | NS      | $1317710.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                   | Constellation Energy Corp.                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |     -4676 | NS      | $-1509225.76  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                             | CBRE Group, Inc., Class A                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |    -11356 | NS      | $-1591202.72  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                        | Kraft Heinz Co. (The)                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     51102 | NS      | $1319453.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                        | Coinbase Global, Inc., Class A                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |     -5344 | NS      | $-1873018.56  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                    | RLI Corp.                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     18036 | NS      | $1302559.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                            | Match Group, Inc.                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     45090 | NS      | $1392830.10   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                        | Ares Management Corp., Class A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1446220.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                     | Dolby Laboratories, Inc., Class A             | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     18036 | NS      | $1339353.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                   | Pool Corp.                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      4676 | NS      | $1362960.48   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                     | FirstCash Holdings, Inc.                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10688 | NS      | $1444376.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                             | Dutch Bros, Inc., Class A                     | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19706 | NS      | $-1347299.22  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13360 | NS      | $1440208.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     12024 | NS      | $1373742.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc.                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4676 | NS      | $1288799.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                    | MGM Resorts International                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Short            | EC               | CORP              | US        |    -43420 | NS      | $-1493213.80  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5678 | NS      | $1299239.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                  | Loews Corp.                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     15364 | NS      | $1408264.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                   | Chubb Ltd.                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      4676 | NS      | $1354730.72   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                   | Snap, Inc., Class A                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |   -165330 | NS      | $-1436717.70  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                               | AppLovin Corp., Class A                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |     -3674 | NS      | $-1286193.92  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                 | Gentex Corp.                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     62458 | NS      | $1373451.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.            | Equity LifeStyle Properties, Inc.             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     21376 | NS      | $1318257.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                          | Flowers Foods, Inc.                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     80828 | NS      | $1291631.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                           | CoStar Group, Inc.                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |    -18704 | NS      | $-1503801.60  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                | Walmart, Inc.                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | EC               | CORP              | US        |    -14362 | NS      | $-1404316.36  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                  | Lattice Semiconductor Corp.                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |    -29058 | NS      | $-1423551.42  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                    | NVR, Inc.                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       191 | NS      | $1410661.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                       | Northrop Grumman Corp.                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3006 | NS      | $1502939.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                      | Applied Materials, Inc.                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               | CORP              | US        |     -8684 | NS      | $-1589779.88  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1364139.50  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     29392 | NS      | $1360555.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                            | Gen Digital, Inc.                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     48764 | NS      | $1433661.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |     -5344 | NS      | $-1677695.36  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                    | TPG, Inc., Class A                            | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |    -29058 | NS      | $-1524092.10  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                       | Cleveland-Cliffs, Inc.                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |   -218436 | NS      | $-1660113.60  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Short            | EC               | CORP              | IE        |     -4342 | NS      | $-1550050.58  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                   | Gates Industrial Corp. plc                    | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Short            | EC               | CORP              | GB        |    -64796 | NS      | $-1492251.88  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | Alexandria Real Estate Equities, Inc.         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |    -19706 | NS      | $-1431246.78  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                 | Intuit, Inc.                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1670 | NS      | $1315342.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5344 | NS      | $1575304.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                           | HealthEquity, Inc.                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |    -13694 | NS      | $-1434583.44  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                        | Quanta Services, Inc.                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |     -4008 | NS      | $-1515344.64  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                       | Howmet Aerospace, Inc.                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1554185.50  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                        | Lamar Advertising Co., Class A                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Short            | EC               | CORP              | US        |    -11690 | NS      | $-1418698.40  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |    -10354 | NS      | $-1635828.46  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                | Crane NXT Co.                                 | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     25384 | NS      | $1368197.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                 | Vistra Corp.                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1618313.50  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.         | Frontier Communications Parent, Inc.          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37408 | NS      | $1361651.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                         | General Electric Co.                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |     -5678 | NS      | $-1461460.42  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc., Class A              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5344 | NS      | $1317883.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                           | Everest Group Ltd.                            | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      4008 | NS      | $1362118.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                  | CH Robinson Worldwide, Inc.                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     14028 | NS      | $1345986.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                          | Joby Aviation, Inc.                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | US        |   -202404 | NS      | $-2135362.20  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6680 | NS      | $1370535.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                        | Eagle Materials, Inc.                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Short            | EC               | CORP              | US        |     -6346 | NS      | $-1282590.06  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4342 | NS      | $1339072.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                 | Fiserv, Inc.                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8684 | NS      | $1497208.44   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)              | Goldman Sachs Group, Inc. (The)               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | EC               | CORP              | US        |     -2338 | NS      | $-1654719.50  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                           | Royalty Pharma plc, Class A                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     42084 | NS      | $1516286.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     43754 | NS      | $1391814.74   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.          | Gaming and Leisure Properties, Inc.           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     29392 | NS      | $1372018.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                        | Shift4 Payments, Inc., Class A                | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -15364 | NS      | $-1522726.04  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co., Class A                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |    -12692 | NS      | $-1629779.72  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                        | Sun Communities, Inc.                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     11022 | NS      | $1394172.78   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     24716 | NS      | $1385084.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                | Jack Henry & Associates, Inc.                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      7348 | NS      | $1323889.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                          | Hamilton Lane, Inc., Class A                  | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Short            | EC               | CORP              | US        |     -8016 | NS      | $-1139233.92  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |    -10688 | NS      | $-1505511.68  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                         | Unity Software, Inc.                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |    -63794 | NS      | $-1543814.80  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                       | US Foods Holding Corp.                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Short            | EC               | CORP              | US        |    -18036 | NS      | $-1388952.36  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                   | Olin Corp.                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               | CORP              | US        |    -68136 | NS      | $-1368852.24  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                       | SPDR S&P 500 ETF Trust                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            |  | RF                | US        |      -100 | NS      | $-61785.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.            | Choice Hotels International, Inc.             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     10354 | NS      | $1313715.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      6012 | NS      | $1464042.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Short            | EC               | CORP              | US        |    -26720 | NS      | $-1480555.20  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                | Veralto Corp.                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     13360 | NS      | $1348692.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                | Hubbell, Inc., Class B                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |     -3340 | NS      | $-1364089.40  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                         | Allstate Corp. (The)                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      6680 | NS      | $1344750.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9018 | NS      | $1377499.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                            | Lucid Group, Inc.                             | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | EC               | CORP              | US        |   -498964 | NS      | $-1052814.04  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                            | Dollar Tree, Inc.                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |    -15364 | NS      | $-1521650.56  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     50100 | NS      | $1449894.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital, Inc.                       | Blue Owl Capital, Inc., Class A               | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -74482 | NS      | $-1430799.22  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                           | Hormel Foods Corp.                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     45424 | NS      | $1374076.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     58116 | NS      | $1408731.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                 | Reddit, Inc., Class A                         | CUSIP: 75734B100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13360 | NS      | $-2011615.20  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.       | Bright Horizons Family Solutions, Inc.        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10354 | NS      | $1279650.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                               | Evercore, Inc., Class A                       | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Short            | EC               | CORP              | US        |     -6012 | NS      | $-1623360.24  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |     -1002 | NS      | $-1341808.26  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.               | Apollo Global Management, Inc.                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -10354 | NS      | $-1468921.98  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |    -16700 | NS      | $-1469600.00  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                               | Teleflex, Inc.                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     11022 | NS      | $1304563.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                         | Ingersoll Rand, Inc.                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |    -16700 | NS      | $-1389106.00  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                      | Lumentum Holdings, Inc.                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -17702 | NS      | $-1682752.12  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                 | Howard Hughes Holdings, Inc.                  | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Short            | EC               | CORP              | US        |    -20374 | NS      | $-1375245.00  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                       | Becton Dickinson & Co.                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7682 | NS      | $1323224.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                       | Juniper Networks, Inc.                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     38076 | NS      | $1520374.68   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Short            | EC               | CORP              | US        |     -2672 | NS      | $-1426126.56  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                    | LKQ Corp.                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     33734 | NS      | $1248495.34   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                  | United Parcel Service, Inc., Class B          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     14028 | NS      | $1415986.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.              | Jefferies Financial Group, Inc.               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |    -28056 | NS      | $-1534382.64  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                        | Western Digital Corp.                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -26720 | NS      | $-1709812.80  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                            | Genuine Parts Co.                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     10688 | NS      | $1296561.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                       | Tenet Healthcare Corp.                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1469600.00  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.             | Omega Healthcare Investors, Inc.              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     37074 | NS      | $1358762.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                      | Molina Healthcare, Inc.                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4342 | NS      | $1293481.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                               | Wingstop, Inc.                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |     -4008 | NS      | $-1349653.92  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     10354 | NS      | $1313611.98   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                             | Tetra Tech, Inc.                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     37742 | NS      | $1357202.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                          | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |    -32732 | NS      | $-1449700.28  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                  | Block, Inc., Class A                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |    -22378 | NS      | $-1520137.54  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                         | Steel Dynamics, Inc.                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |    -10688 | NS      | $-1368170.88  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | General Mills, Inc.                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     25384 | NS      | $1315145.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                | Parsons Corp.                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     20040 | NS      | $1438270.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                | Vaxcyte, Inc.                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |    -43754 | NS      | $-1422442.54  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                        | Dentsply Sirona, Inc.                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     84168 | NS      | $1336587.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |    -39078 | NS      | $-1676055.42  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty, Inc.                            | ESC GCI LIBERTY, Inc. SR                      | CUSIP: 361ESC049<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6956 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |    -12358 | NS      | $-1515090.80  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                    | Williams Cos., Inc. (The)                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     22712 | NS      | $1426540.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.               | American Water Works Co., Inc.                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      9686 | NS      | $1347419.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                              | AES Corp. (The)                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Short            | EC               | CORP              | US        |   -138276 | NS      | $-1454663.52  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                      | Rivian Automotive, Inc., Class A              | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |    -90514 | NS      | $-1243662.36  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.            | Pinnacle Financial Partners, Inc.             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Short            | EC               | CORP              | US        |    -13026 | NS      | $-1438200.66  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                               | VeriSign, Inc.                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5010 | NS      | $1446888.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                | Hologic, Inc.                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     22044 | NS      | $1436387.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                         | Enphase Energy, Inc.                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     34068 | NS      | $1350796.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.             | Old Republic International Corp.              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     36406 | NS      | $1399446.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                            | Core & Main, Inc., Class A                    | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -25384 | NS      | $-1531924.40  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                   | Cincinnati Financial Corp.                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      9018 | NS      | $1342960.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | Advanced Micro Devices, Inc.                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |    -12024 | NS      | $-1706205.60  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                   | Travelers Cos., Inc. (The)                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5010 | NS      | $1340375.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | Sempra                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |    -17702 | NS      | $-1341280.54  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                     | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -80828 | NS      | $-1347402.76  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |    -18704 | NS      | $-1458537.92  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                    | Church & Dwight Co., Inc.                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     14028 | NS      | $1348231.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | Altria Group, Inc.                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     23046 | NS      | $1351186.98   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |    -30060 | NS      | $-1545084.00  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                     | Texas Pacific Land Corp.                      | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Short            | EC               | CORP              | US        |     -1002 | NS      | $-1058502.78  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                       | General Dynamics Corp.                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5010 | NS      | $1461216.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                         | Dollar General Corp.                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13694 | NS      | $1566319.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                   | MarketAxess Holdings, Inc.                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      6346 | NS      | $1417315.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                      | Credit Acceptance Corp.                       | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2672 | NS      | $-1361196.96  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                 | Ventas, Inc.                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     21042 | NS      | $1328802.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                   | Axis Capital Holdings Ltd.                    | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     13360 | NS      | $1387035.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                    | Consolidated Edison, Inc.                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     13026 | NS      | $1307159.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                       | Medpace Holdings, Inc.                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Short            | EC               | CORP              | US        |     -4676 | NS      | $-1467609.36  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                          | CNA Financial Corp.                           | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     28724 | NS      | $1336527.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                        | GLOBALFOUNDRIES, Inc.                         | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Short            | EC               | CORP              | KY        |    -37408 | NS      | $-1428985.60  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                           | Chemours Co. (The)                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |   -130928 | NS      | $-1499125.60  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Short            | EC               | CORP              | IE        |    -13694 | NS      | $-1446360.28  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                           | Southern Co. (The)                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     15364 | NS      | $1410876.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica, Inc.                            | Informatica, Inc., Class A                    | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |     57448 | NS      | $1398858.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.          | Norwegian Cruise Line Holdings Ltd.           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |    -76820 | NS      | $-1557909.60  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                    | ITT, Inc.                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Short            | EC               | CORP              | US        |     -9018 | NS      | $-1414292.94  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Short            | EC               | CORP              | US        |    -29058 | NS      | $-1509272.52  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja, Inc.                             | SharkNinja, Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |    -14696 | NS      | $-1454757.04  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc., Class A                      | CUSIP: 72352L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44088 | NS      | $-1580995.68  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                     | Sirius XM Holdings, Inc.                      | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -62458 | NS      | $-1434660.26  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                       | Freeport-McMoRan, Inc.                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |    -35070 | NS      | $-1520284.50  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp.                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      5010 | NS      | $1643280.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                     | Marvell Technology, Inc.                      | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -21710 | NS      | $-1680354.00  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                               | Carnival Corp.                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |    -59118 | NS      | $-1662398.16  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                   | Elanco Animal Health, Inc.                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |   -105544 | NS      | $-1507168.32  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.              | Arrowhead Pharmaceuticals, Inc.               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |    -90514 | NS      | $-1430121.20  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | Vornado Realty Trust                          | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -36740 | NS      | $-1404937.60  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                      | Columbia Sportswear Co.                       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     20708 | NS      | $1264844.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.         | White Mountains Insurance Group Ltd.          | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       668 | NS      | $1199540.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     21376 | NS      | $1359941.12   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       334 | NS      | $1239884.82   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                              | Transocean Ltd.                               | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Short            | EC               | CORP              | CH        |   -533398 | NS      | $-1381500.82  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.              | Ultragenyx Pharmaceutical, Inc.               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Short            | EC               | CORP              | US        |    -39746 | NS      | $-1445164.56  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     14028 | NS      | $1389052.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                     | Darden Restaurants, Inc.                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      6346 | NS      | $1383237.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                              | Albemarle Corp.                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |    -23714 | NS      | $-1486156.38  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                        | Guardant Health, Inc.                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |    -35404 | NS      | $-1842424.16  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                | Rollins, Inc.                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     24048 | NS      | $1356788.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                  | Palantir Technologies, Inc., Class A          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |    -11356 | NS      | $-1548049.92  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                          | Kilroy Realty Corp.                           | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Short            | EC               | CORP              | US        |    -42752 | NS      | $-1466821.12  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                     | Roper Technologies, Inc.                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2338 | NS      | $1325271.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                  | Amdocs Ltd.                                   | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     14696 | NS      | $1340863.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                           | Pure Storage, Inc., Class A                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |    -25050 | NS      | $-1442379.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                           | Zillow Group, Inc., Class C                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |    -20708 | NS      | $-1450595.40  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                | Weatherford International plc                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Short            | EC               | CORP              | IE        |    -30394 | NS      | $-1529122.14  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                       | Alaska Air Group, Inc.                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     26052 | NS      | $1289052.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     10354 | NS      | $1408247.54   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                | Graphic Packaging Holding Co.                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59786 | NS      | $1259691.02   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               | CORP              | US        |    -16700 | NS      | $-1625578.00  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                    | XPO, Inc.                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |    -11690 | NS      | $-1476330.10  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                 | Insmed, Inc.                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |    -20374 | NS      | $-2050439.36  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                      | Aon plc, Class A                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      3674 | NS      | $1310736.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                     | Willis Towers Watson plc                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      4342 | NS      | $1330823.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                      | SoFi Technologies, Inc.                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |   -103874 | NS      | $-1891545.54  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                          | Sonoco Products Co.                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     29392 | NS      | $1280315.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                 | Chemed Corp.                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2338 | NS      | $1138442.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                   | Roku, Inc., Class A                           | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |    -19372 | NS      | $-1702605.08  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     24382 | NS      | $1404647.02   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                      | Arch Capital Group Ltd.                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     14362 | NS      | $1307660.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                | Comcast Corp., Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     39412 | NS      | $1406614.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                         | Conagra Brands, Inc.                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     59786 | NS      | $1223819.42   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                   | Super Micro Computer, Inc.                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -33400 | NS      | $-1636934.00  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                     | Motorola Solutions, Inc.                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3340 | NS      | $1404336.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                 | Alkermes plc                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IE        |    -46426 | NS      | $-1328247.86  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                              | Flowserve Corp.                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Short            | EC               | CORP              | US        |    -27388 | NS      | $-1433761.80  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                               | GameStop Corp., Class A                       | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     39078 | NS      | $953112.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                | Equifax, Inc.                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |     -5344 | NS      | $-1386073.28  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                       | OneMain Holdings, Inc.                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Short            | EC               | CORP              | US        |    -26386 | NS      | $-1504002.00  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Short            | EC               | CORP              | US        |     -2004 | NS      | $-1509813.60  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                               | TechnipFMC plc                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Short            | EC               | CORP              | GB        |    -46092 | NS      | $-1587408.48  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                           | UWM Holdings Corp., Class A                   | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    335002 | NS      | $1386908.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc., Class A                | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27054 | NS      | $-1870513.56  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                 | Royal Caribbean Cruises Ltd.                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |     -5344 | NS      | $-1673420.16  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |     -2004 | NS      | $-1659191.76  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                           | nVent Electric plc                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IE        |    -20708 | NS      | $-1516861.00  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                              | Perrigo Co. plc                               | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     50100 | NS      | $1338672.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                             | W R Berkley Corp.                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     18370 | NS      | $1349643.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     21376 | NS      | $1483066.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     10354 | NS      | $1367142.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                        | Arista Networks, Inc.                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |    -15030 | NS      | $-1537719.30  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |     -6012 | NS      | $-1657207.80  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.         | Cognizant Technology Solutions Corp., Class A | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     17034 | NS      | $1329163.02   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                    | IAC, Inc.                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |    -37408 | NS      | $-1396814.72  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)          | Hanover Insurance Group, Inc. (The)           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      8016 | NS      | $1361677.92   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                    | Blueprint Medicines Corp.                     | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Short            | EC               | CORP              | US        |    -14028 | NS      | $-1798109.04  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                   | Coty, Inc., Class A                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |   -285904 | NS      | $-1329453.60  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |    -10688 | NS      | $-1436680.96  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                   | Ball Corp.                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     25718 | NS      | $1442522.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                        | Bentley Systems, Inc., Class B                | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     28390 | NS      | $1532208.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                              | Maplebear, Inc.                               | CUSIP: 565394103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29726 | NS      | $-1344804.24  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                  | Host Hotels & Resorts, Inc.                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |    -89846 | NS      | $-1380034.56  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                    | Cboe Global Markets, Inc.                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      6012 | NS      | $1402058.52   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                    | WESCO International, Inc.                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1546420.00  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                       | Trade Desk, Inc. (The), Class A               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |    -18370 | NS      | $-1322456.30  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                     | VF Corp.                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |   -102872 | NS      | $-1208746.00  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                 | Exelon Corp.                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     31396 | NS      | $1363214.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                 | Southwest Gas Holdings, Inc.                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Short            | EC               | CORP              | US        |    -19372 | NS      | $-1441083.08  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.     | International Flavors & Fragrances, Inc.      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     17702 | NS      | $1301982.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                               | Appfolio, Inc., Class A                       | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      6346 | NS      | $1461356.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                | Chevron Corp.                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10020 | NS      | $1434763.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                            | Cigna Group (The)                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4342 | NS      | $1435378.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                 | MasTec, Inc.                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Short            | EC               | CORP              | US        |     -9018 | NS      | $-1536937.74  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                     | Fabrinet                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Short            | EC               | CORP              | KY        |     -6012 | NS      | $-1771616.16  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                    | Darling Ingredients, Inc.                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Short            | EC               | CORP              | US        |    -43086 | NS      | $-1634682.84  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                     | F5, Inc.                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      4676 | NS      | $1376240.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                  | RenaissanceRe Holdings Ltd.                   | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      5678 | NS      | $1379186.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                             | Five Below, Inc.                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |    -12024 | NS      | $-1577308.32  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                        | Targa Resources Corp.                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |     -8016 | NS      | $-1395425.28  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                             | Cava Group, Inc.                              | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -17034 | NS      | $-1434773.82  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     16032 | NS      | $1438711.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.            | American Electric Power Co., Inc.             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     13360 | NS      | $1386233.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                           | Crown Castle, Inc.                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     13694 | NS      | $1406784.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5678 | NS      | $1379924.34   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                 | Lennar Corp., Class A                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     12692 | NS      | $1403862.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                    | Akamai Technologies, Inc.                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     17702 | NS      | $1411911.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                         | Avery Dennison Corp.                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      7682 | NS      | $1347960.54   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                             | Boeing Co. (The)                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |     -7014 | NS      | $-1469643.42  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                               | Dayforce, Inc.                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |    -23714 | NS      | $-1313518.46  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                              | KKR & Co., Inc.                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -11356 | NS      | $-1510688.68  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                | Alnylam Pharmaceuticals, Inc.                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -4676 | NS      | $-1524796.84  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc., Class A               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      4342 | NS      | $1352533.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                  | Teledyne Technologies, Inc.                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2672 | NS      | $1368892.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                | Organon & Co.                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    150300 | NS      | $1454904.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |     -1336 | NS      | $-1322559.84  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                        | Commercial Metals Co.                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |    -28390 | NS      | $-1388554.90  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                     | Guidewire Software, Inc.                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      6680 | NS      | $1572806.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.     | Science Applications International Corp.      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     11356 | NS      | $1278799.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  41257541 | NC      | $8208627.15   | 2.77%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                             | CMS Energy Corp.                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     19706 | NS      | $1365231.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                  | L3Harris Technologies, Inc.                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5344 | NS      | $1340488.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                  | Marsh & McLennan Cos., Inc.                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      6012 | NS      | $1314463.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                         | TJX Cos., Inc. (The)                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     10688 | NS      | $1319861.12   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                              | Welltower, Inc.                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      9018 | NS      | $1386337.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |     -2004 | NS      | $-1465685.52  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                    | MKS, Inc.                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |    -16032 | NS      | $-1592939.52  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                        | VICI Properties, Inc., Class A                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     43086 | NS      | $1404603.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust, Inc.                 | Americold Realty Trust, Inc.                  | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |     82498 | NS      | $1371941.74   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                    | Amcor plc                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    149632 | NS      | $1375118.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                      | Civitas Resources, Inc.                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |    -48096 | NS      | $-1323601.92  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                         | Emerson Electric Co.                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |    -11356 | NS      | $-1514095.48  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                            | EMCOR Group, Inc.                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Short            | EC               | CORP              | US        |     -3006 | NS      | $-1607879.34  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                             | GE Vernova, Inc.                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |     -3006 | NS      | $-1590624.90  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                | Ryan Specialty Holdings, Inc., Class A        | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19372 | NS      | $1317102.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Short            | EC               | CORP              | IE        |     -3340 | NS      | $-1460949.40  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |    -23714 | NS      | $-1582672.36  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                               | Illumina, Inc.                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |    -17034 | NS      | $-1625213.94  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                  | Caesars Entertainment, Inc.                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |    -49432 | NS      | $-1403374.48  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                      | Western Union Co. (The)                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    144956 | NS      | $1220529.52   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                       | Align Technology, Inc.                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Short            | EC               | CORP              | US        |     -7682 | NS      | $-1454433.06  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc., Class C                | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |    -45090 | NS      | $-1442880.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                 | Verizon Communications, Inc.                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     31396 | NS      | $1358504.92   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                            | Rocket Cos., Inc., Class A                    | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104876 | NS      | $1487141.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                 | Rambus, Inc.                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Short            | EC               | CORP              | US        |    -25384 | NS      | $-1625083.68  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc.                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |     -9018 | NS      | $-1448110.44  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                           | Talen Energy Corp.                            | CUSIP: 87422Q109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5678 | NS      | $-1650992.06  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      8684 | NS      | $1263174.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                      | Quest Diagnostics, Inc.                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      8016 | NS      | $1439914.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               | CORP              | US        |    -12692 | NS      | $-1308164.44  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                           | DXC Technology Co.                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     89512 | NS      | $1368638.48   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                 | CF Industries Holdings, Inc.                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     15030 | NS      | $1382760.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc             | Sensata Technologies Holding plc              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Short            | EC               | CORP              | GB        |    -53106 | NS      | $-1599021.66  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                              | Citigroup, Inc.                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | EC               | CORP              | US        |    -18704 | NS      | $-1592084.48  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                             | Murphy USA, Inc.                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3006 | NS      | $1222840.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                      | Webster Financial Corp.                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |    -26386 | NS      | $-1440675.60  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Lazard, Inc.                                 | Lazard, Inc., Class A                         | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Short            | EC               | CORP              | US        |    -31396 | NS      | $-1506380.08  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                      | Robinhood Markets, Inc., Class A              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |    -21042 | NS      | $-1970162.46  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | -47579793 | NC      | $-4916830.28  | -1.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                | Honeywell International, Inc.                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      6012 | NS      | $1400074.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                       | Chart Industries, Inc.                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |     -8684 | NS      | $-1429820.60  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                  | Chewy, Inc., Class A                          | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |    -31062 | NS      | $-1323862.44  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                             | Blackstone, Inc.                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |    -10020 | NS      | $-1498791.60  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                | Maximus, Inc.                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     18370 | NS      | $1289574.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                               | Duolingo, Inc., Class A                       | CUSIP: 26603R106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2672 | NS      | $-1095573.44  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     10354 | NS      | $1511891.08   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                   | STERIS plc                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5678 | NS      | $1363969.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                        | Elevance Health, Inc.                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3674 | NS      | $1429039.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |     -3006 | NS      | $-1530985.86  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                   | Occidental Petroleum Corp.                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     33066 | NS      | $1389102.66   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                 | Mondelez International, Inc., Class A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     20374 | NS      | $1374022.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                            | Wendy's Co. (The)                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    122578 | NS      | $1399840.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics, Inc.                    | Denali Therapeutics, Inc.                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Short            | EC               | CORP              | US        |   -105210 | NS      | $-1471887.90  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                 | AbbVie, Inc.                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7348 | NS      | $1363935.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                    | ATI, Inc.                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |    -17368 | NS      | $-1499553.12  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| RH                                           | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -7348 | NS      | $-1388845.48  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.              | Dun & Bradstreet Holdings, Inc.               | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |    152638 | NS      | $1387479.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                   | Etsy, Inc.                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     27054 | NS      | $1357028.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                          | Iron Mountain, Inc.                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |    -14362 | NS      | $-1473110.34  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                      | Arrow Electronics, Inc.                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     11356 | NS      | $1447095.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                   | Lyft, Inc., Class A                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |    -85170 | NS      | $-1342279.20  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                          | Union Pacific Corp.                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      6012 | NS      | $1383240.96   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                      | Synovus Financial Corp.                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Short            | EC               | CORP              | US        |    -29058 | NS      | $-1503751.50  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                              | Blackbaud, Inc.                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     22044 | NS      | $1415445.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                    | Comfort Systems USA, Inc.                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Short            | EC               | CORP              | US        |     -3006 | NS      | $-1611847.26  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |     -2672 | NS      | $-1451991.52  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                            | Hershey Co. (The)                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      8684 | NS      | $1441109.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                     | Tyler Technologies, Inc.                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2338 | NS      | $1386059.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                       | Amkor Technology, Inc.                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | EC               | CORP              | US        |    -73480 | NS      | $-1542345.20  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                               | Doximity, Inc., Class A                       | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -26720 | NS      | $-1639004.80  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                            | Duke Energy Corp.                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     11690 | NS      | $1379420.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                  | Carvana Co., Class A                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |     -4342 | NS      | $-1463080.32  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.                    | Zoom Communications, Inc., Class A            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     17368 | NS      | $1354356.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4676 | NS      | $1458771.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                             | elf Beauty, Inc.                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Short            | EC               | CORP              | US        |    -15030 | NS      | $-1870333.20  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                    | Essential Utilities, Inc.                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     35404 | NS      | $1314904.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                        | Onto Innovation, Inc.                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Short            | EC               | CORP              | US        |    -14362 | NS      | $-1449556.66  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                     | CACI International, Inc., Class A             | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3006 | NS      | $1432960.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                 | Sprouts Farmers Market, Inc.                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Short            | EC               | CORP              | US        |     -8350 | NS      | $-1374744.00  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                          | Capri Holdings Ltd.                           | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Short            | EC               | CORP              | VG        |    -79158 | NS      | $-1401096.60  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     15030 | NS      | $1354653.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                         | Crown Holdings, Inc.                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     14028 | NS      | $1444603.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                   | ASGN, Inc.                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     24716 | NS      | $1234069.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global, Inc.                        | Mobileye Global, Inc., Class A                | CUSIP: 60741F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -85838 | NS      | $-1543367.24  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                  | Nucor Corp.                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |    -12692 | NS      | $-1644121.68  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4342 | NS      | $1268602.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |     -3674 | NS      | $-1167082.84  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                         | Carrier Global Corp.                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |    -19372 | NS      | $-1417836.68  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     48764 | NS      | $1433661.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                  | Aflac, Inc.                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     13360 | NS      | $1408945.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                        | Texas Roadhouse, Inc., Class A                | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      6680 | NS      | $1251898.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                        | Leidos Holdings, Inc.                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      9018 | NS      | $1422679.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |     -3674 | NS      | $-1377639.78  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      9352 | NS      | $1385779.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                | Accenture plc, Class A                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      4342 | NS      | $1297780.38   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.             | GE HealthCare Technologies, Inc.              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |    -19706 | NS      | $-1459623.42  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                        | Silgan Holdings, Inc.                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     24716 | NS      | $1339112.88   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                 | Fastenal Co.                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     33066 | NS      | $1388772.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                        | Electronic Arts, Inc.                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      9352 | NS      | $1493514.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                   | Sarepta Therapeutics, Inc.                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |    -36406 | NS      | $-622542.60   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                 | Natera, Inc.                                  | CUSIP: 632307104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9018 | NS      | $-1523500.92  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                          | Regal Rexnord Corp.                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |    -10020 | NS      | $-1452499.20  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                | Centene Corp.                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     23714 | NS      | $1287195.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                         | American Tower Corp.                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      6346 | NS      | $1402592.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                | Cencora, Inc.                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4676 | NS      | $1402098.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions, Inc.                           | UL Solutions, Inc., Class A                   | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     19038 | NS      | $1387108.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                 | Scotts Miracle-Gro Co. (The)                  | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     22712 | NS      | $1498083.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3006 | NS      | $1392198.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                       | CRISPR Therapeutics AG                        | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Short            | EC               | CORP              | CH        |    -37074 | NS      | $-1803279.36  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                | Estee Lauder Cos., Inc. (The), Class A        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |    -20708 | NS      | $-1673206.40  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                     | Jones Lang LaSalle, Inc.                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |     -6346 | NS      | $-1623179.88  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                  | Alcoa Corp.                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |    -49432 | NS      | $-1458738.32  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp.             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     12358 | NS      | $1286838.54   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                               | Coherent Corp.                                | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |    -17034 | NS      | $-1519603.14  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                | Wayfair, Inc., Class A                        | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -34068 | NS      | $-1742237.52  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                | Clarivate plc                                 | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |    329992 | NS      | $1418965.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                              | DR Horton, Inc.                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     11356 | NS      | $1464015.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                   | Performance Food Group Co.                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |    -16032 | NS      | $-1402319.04  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                              | H&R Block, Inc.                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     24048 | NS      | $1319994.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                    | CSX Corp.                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     43754 | NS      | $1427693.02   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                  | Service Corp. International                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     17702 | NS      | $1440942.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |    -17034 | NS      | $-1531697.28  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                 | Iridium Communications, Inc.                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     52438 | NS      | $1582054.46   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                              | Noble Corp. plc                               | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Short            | EC               | CORP              | GB        |    -56446 | NS      | $-1498641.30  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                         | FTI Consulting, Inc.                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      8016 | NS      | $1294584.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                 | Zoetis, Inc.                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      8350 | NS      | $1302182.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                 | Sunrun, Inc.                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    191048 | NS      | $1562772.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                   | eBay, Inc.                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     19038 | NS      | $1417569.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                 | Dexcom, Inc.                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |    -16366 | NS      | $-1428588.14  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                        | Virtu Financial, Inc., Class A                | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     33066 | NS      | $1481026.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                     | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      3006 | NS      | $1410355.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, Inc.                                    | BXP, Inc.                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |    -20708 | NS      | $-1397168.76  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** AGF Investments Trust

**Signature:** Joshua Hunter

**Name of Signer:** Joshua Hunter

**Title:** Principal Financial Officer and Treasurer