# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035914
**Filing Date:** 2023-2
**Character Count:** 263993
**Document Hash:** f1c246fee466348222e1c4cd5c1f602b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035914.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035914

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657616

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST J.P. MORGAN TACTICAL PRESERVATION PORTFOLIO (Series ID: S000002009)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000005219 | AST J.P. MORGAN TACTICAL PRESERVATION PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST J.P. Morgan Tactical Preservation Portfolio

- **b. EDGAR series identifier (if any):** S000002009

- **c. LEI of Series:** EG1KX9XDP80JV1VJPK17

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $2851114405.63

**Total Liabilities:** $42750045.93

**Net Assets:** $2808364359.70

**Cash Not Reported:** $4769290.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 602.89796000 | **1-Year:** 648.43391000 | **5-Year:** 35.31112000 | **10-Year:** 0.33290000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.15157000 | **1-Year:** 69.05671000 | **5-Year:** 53.91537000 | **10-Year:** 0.27010000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005219 | 1.34%                | 4.66%                | -1.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-15480278.71            | $49416904.34                               |
| Month 2  | $-126515595.71           | $222897829.95                              |
| Month 3  | $-19763183.15            | $-32859369.66                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Best Buy Co Inc                                        | Best Buy Co Inc                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3298 | NS      | $264532.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | JPY/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1013300.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                       | Raia Drogasil SA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     72042 | NS      | $324451.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co Ltd                            | Baoshan Iron & Steel Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300PYAP4PEHORZT21 | Long             | EC               | CORP              | CN        |    294200 | NS      | $237281.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                        | MORAN FOODS LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352485 | PA      | $225590.50     | 0.01%             | 2024-10-01      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | USD/GBP FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-56780.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                                            | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2152 | NS      | $261145.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39883.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                      | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     15963 | NS      | $1999429.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE DISC COML PAPER 4/2 YRS 1 CP 06/06/2023           | BPCE DISC COML PAPER 4/2 YRS 1 CP 06/06/2023                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $391324.04     | 0.01%             | 2023-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                               | Manhattan Associates Inc                                                       | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      5164 | NS      | $626909.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Ltd                                  | AngloGold Ashanti Ltd                                                          | CUSIP: 000000000<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |      5718 | NS      | $111410.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/DKK FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59422.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MGMT INC 0 CP 10/01/2023                         | WASTE MGMT INC 0 CP 10/01/2023                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299579.53     | 0.01%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                        | T-Mobile US Inc                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     35523 | NS      | $4973220.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                            | Chemed Corp                                                                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1579 | NS      | $805968.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Asset Securities C                         | RASC Series 2005-KS2 Trust                                                     | CUSIP: 76110WN69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       393 | PA      | $392.44        | 0.00%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                             | Vertex Pharmaceuticals Inc                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1293 | NS      | $373392.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                         | Mettler-Toledo International Inc                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       357 | NS      | $516025.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK NEDERLAND 0 CP 14/08/2023                     | RABOBANK NEDERLAND 0 CP 14/08/2023                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $599929.27     | 0.02%             | 2023-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                            | China Merchants Bank Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    119000 | NS      | $658528.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS CMBX.NA.BBB-.4                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $61.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                               | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    338000 | PA      | $332625.16     | 0.01%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LG H&H Co Ltd                                          | LG H&H Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       310 | NS      | $178426.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                            | Infosys Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     45790 | NS      | $834811.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                          | M&T Bank Corp                                                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      7670 | NS      | $1112610.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                              | Kinsale Capital Group Inc                                                      | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2087 | NS      | $545792.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                              | CubeSmart                                                                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19214 | NS      | $773363.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Moelis & Co                                            | Moelis & Co                                                                    | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     15955 | NS      | $612193.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Keyence Corp                                           | Keyence Corp                                                                   | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     16672 | NS      | $6472817.01    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | DKK/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20203.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Surest                         | Grupo Aeroportuario del Sureste SAB de CV                                      | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |     19229 | NS      | $448010.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co Ltd                                | Haier Smart Home Co Ltd                                                        | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |    163200 | NS      | $553913.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                         | AptarGroup Inc                                                                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      7985 | NS      | $878190.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                          | Lincoln Electric Holdings Inc                                                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      6750 | NS      | $975307.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                             | Driven Brands Holdings Inc                                                     | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27715 | NS      | $756896.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO-BUND                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |     -1688 | NC      | $15546917.53   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                             | Zoetis Inc                                                                     | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76885.64      | 0.00%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                         | Fortune Brands Innovations Inc                                                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     22292 | NS      | $1273096.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | USD/SEK FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-116625.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                       | CANADIAN IMPERIAL BANK OF COMMER                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $867547.91     | 0.03%             | 2023-07-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies Inc                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    273749 | NS      | $6769812.77    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     31824 | NS      | $2823743.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                         | Laboratory Corp of America Holdings                                            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      2159 | NS      | $508401.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                            | MongoDB Inc                                                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1769 | NS      | $348209.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                               | Lyft Inc                                                                       | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     19758 | NS      | $217733.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid-America Apartment Communit                         | Mid-America Apartment Communities Inc                                          | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      7668 | NS      | $1203799.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                 | Chesapeake Energy Corp                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       106 | NS      | $10003.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                         | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24489.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                  | Encompass Health Corp                                                          | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     16795 | NS      | $1004508.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                     | Albertsons Cos Inc                                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      9687 | NS      | $200908.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                            | Invesco Ltd                                                                    | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      5519 | NS      | $99286.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                          | Old Dominion Freight Line Inc                                                  | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1072 | NS      | $304212.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                    | Exact Sciences Corp                                                            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      8449 | NS      | $418309.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                | Charles Schwab Corp/The                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     19993 | NS      | $1664617.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                         | USD/DKK FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-401524.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 12/09/2023          | AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 12/09/2023                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $259569.46     | 0.01%             | 2023-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                       | Vail Resorts Inc                                                               | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      3800 | NS      | $905730.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2006-A2                                               | CUSIP: 466247K77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6823 | PA      | $6494.29       | 0.00%             | 2033-11-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                     | HCA Healthcare Inc                                                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2644 | NS      | $634454.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings                          | WillScot Mobile Mini Holdings Corp                                             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     24458 | NS      | $1104767.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     67989 | NS      | $8181796.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                         | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     28464 | NS      | $20713061.50   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                             | TransUnion                                                                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     14406 | NS      | $817540.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                          | Hilton Worldwide Holdings Inc                                                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5286 | NS      | $667938.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                             | Deere & Co                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     25075 | NS      | $10751157.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      6449 | NS      | $671211.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Ltd                                  | AngloGold Ashanti Ltd                                                          | CUSIP: 035128206<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |      1402 | NS      | $27226.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| China Merchants Shekou Industrial Zone Holdings Co Ltd | China Merchants Shekou Industrial Zone Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 300300T3ACALX7NIPW13 | Long             | EC               | CORP              | CN        |     23324 | NS      | $42403.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                             | Commerce Bancshares Inc/MO                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7573 | NS      | $515494.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | SVENSKA HANDELSBANKEN AB                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993479.50     | 0.04%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD 4/2 0 CP 02/02/2023          | TRANSCANADA PIPELINES LTD 4/2 0 CP 02/02/2023                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $746650.29     | 0.03%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | ICE US MSCI EMERGING MARKETS EM INDEX                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |     -1667 | NC      | $746699.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                   | Progressive Corp/The                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     66162 | NS      | $8581873.02    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HKEX                                                   | Hong Kong Exchanges & Clearing Ltd                                             | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     61035 | NS      | $2622689.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc                                                 | XP Inc                                                                         | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |     11453 | NS      | $175689.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corp                                              | IDEX Corp                                                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2087 | NS      | $476524.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                               | RLI Corp                                                                       | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      5639 | NS      | $740231.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC SECURITIES NZ LIMITED                          | WESTPAC SECURITIES NZ LIMITED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $896333.95     | 0.03%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products Inc                         | Reynolds Consumer Products Inc                                                 | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20782 | NS      | $623044.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dino Polska SA                                         | Dino Polska SA                                                                 | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      4760 | NS      | $408809.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $347804.12     | 0.01%             | 2023-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                     | Anglo American PLC                                                             | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     88889 | NS      | $3480883.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                             | Dexcom Inc                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5792 | NS      | $655886.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                                | IAA Inc                                                                        | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     15429 | NS      | $617160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                             | Dover Corp                                                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      4916 | NS      | $665675.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LONGYUAN                                         | China Longyuan Power Group Corp Ltd                                            | CUSIP: 000000000<br>LEI: 5299008UYLF3O6V9T464 | Long             | EC               | CORP              | CN        |    112000 | NS      | $136145.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                      | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     49469 | NS      | $5881987.93    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                           | Teradyne Inc                                                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      5605 | NS      | $489596.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust | CUSIP: 93934FBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4389 | PA      | $3724.99       | 0.00%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                              | Shin-Etsu Chemical Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     66300 | NS      | $8096039.74    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent                         | Frontier Communications Parent Inc                                             | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $25.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                    | International Business Machines Corp                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2999 | NS      | $422529.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      6167 | NS      | $773773.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                   | Tencent Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    171500 | NS      | $7271662.40    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                                | Cushman & Wakefield PLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55077 | NS      | $686259.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| eMemory Technology Inc                                 | eMemory Technology Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $86369.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                         | Lowe's Cos Inc                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2909 | NS      | $579589.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                            | Vistra Corp                                                                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        61 | NS      | $1415.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S-Oil Corp                                             | S-Oil Corp                                                                     | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |      3652 | NS      | $243059.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp                                           | Silergy Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15000 | NS      | $211873.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                                   | Douglas Dynamics Inc                                                           | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     12851 | NS      | $464692.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanzhun Ltd                                            | Kanzhun Ltd                                                                    | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |      7805 | NS      | $158987.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | GBP/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2953.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                         | Banc of America Mortgage 2004-D Trust                                          | CUSIP: 05949ADF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       616 | PA      | $573.44        | 0.00%             | 2034-05-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                 | Localiza Rent a Car SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       120 | NS      | $245.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                   | Williams Cos Inc/The                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     18239 | NS      | $600063.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                   | Edison International                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5161 | NS      | $328342.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Networks Inc                                   | Goodman Networks Inc                                                           | CUSIP: 38239H105<br>LEI: 549300UMUT10TOBP5N08 | Long             | EC               | CORP              | US        |      3993 | NS      | $0.40          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banco Santander Chile                                  | Banco Santander Chile                                                          | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |   5256165 | NS      | $210323.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                      | TELUS CORPORATION                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299578.79     | 0.01%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                 | Marvell Technology Inc                                                         | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8620 | NS      | $319284.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                              | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $235990.69     | 0.01%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                 | Credit Agricole SA/London                                                      | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    348000 | PA      | $346549.57     | 0.01%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WuXi AppTec Co Ltd                                     | WuXi AppTec Co Ltd                                                             | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     24800 | NS      | $260214.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                | Nexstar Media Group Inc                                                        | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1174 | NS      | $205485.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                          | OTP Bank Nyrt                                                                  | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      7233 | NS      | $196528.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                 | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1147155.13    | 0.04%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                         | DKK/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $41667.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                              | Hoya Corp                                                                      | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     67700 | NS      | $6484210.16    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                         | Grupo Aeroportuario del Pacifico SAB de CV                                     | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     31018 | NS      | $444740.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | ICE US MINI MSCI EAFE INDEX                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      1262 | NC      | $-2077340.34   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                             | Garmin Ltd                                                                     | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      3195 | NS      | $294866.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FGI OPERATING CO LLC                                   | FGI Operating Co LLC                                                           | CUSIP: 30252KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107396 | PA      | $11706.14      | 0.00%             | 2022-05-15      | Floating      | 12.00%                | No            |                  3 | On Loan: No      |
| Middleby Corp/The                                      | Middleby Corp/The                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2185 | NS      | $292571.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                             | FedEx Corp                                                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2407 | NS      | $416892.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                          | HDFC Bank Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     31951 | NS      | $626672.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                                | NIO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |      9380 | NS      | $91691.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4262 | NS      | $423301.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA                                                       | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     73103 | NS      | $344315.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                               | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63266000 | PA      | $63050994.29   | 2.25%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2014-R7 Trust                                          | CUSIP: 05963SAD4<br>LEI: 549300UKLRORHBR16839 | Long             | ABS-MBS          | CORP              | US        |      7022 | PA      | $6918.51       | 0.00%             | 2036-09-26      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/HKD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10046.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                               | Bank of Nova Scotia/Houston                                                    | CUSIP: 06417MZT5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1641568.34    | 0.06%             | 2023-02-06      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                          | Budweiser Brewing Co APAC Ltd                                                  | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | HK        |     77200 | NS      | $241326.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carter's Inc                                           | Carter's Inc                                                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4954 | NS      | $369617.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper Inc                                   | Keurig Dr Pepper Inc                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      8566 | NS      | $305463.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                      | Syneos Health Inc                                                              | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     12423 | NS      | $455675.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                          | Clearwater Analytics Holdings Inc                                              | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32389 | NS      | $607293.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Sportswear Co                                 | Columbia Sportswear Co                                                         | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      3461 | NS      | $303114.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                               | NIKE Inc                                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     80870 | NS      | $9462598.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                    | SOCIETE GENERALE SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $418328.78     | 0.01%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                          | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     21994 | NS      | $3088719.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc                                           | Woodward Inc                                                                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      6132 | NS      | $592412.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlisle Cos Inc                                       | Carlisle Cos Inc                                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1583 | NS      | $373033.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities INC                          | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-1                | CUSIP: 251510CX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1377 | PA      | $1350.27       | 0.00%             | 2020-02-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                         | Blackstone Inc                                                                 | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      8320 | NS      | $617260.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                         | American International Group Inc                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3475 | NS      | $219759.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | ICE US MSCI EMERGING MARKETS EM INDEX                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        16 | NC      | $-19167.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       319 | NS      | $786711.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                           | Catalent Inc                                                                   | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11520 | NS      | $518515.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                               | Constellation Brands Inc                                                       | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2776 | NS      | $643338.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                           | Entegris Inc                                                                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     12120 | NS      | $794950.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                  | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    182008 | NS      | $2586399.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                              | PG&E Corp                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     27903 | NS      | $453702.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                                      | SK Telecom Co Ltd                                                              | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      5243 | NS      | $196685.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westrock Co                                            | Westrock Co                                                                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      9027 | NS      | $317389.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA-NEW YORK                                  | DNB BANK ASA-NEW YORK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $926165.52     | 0.03%             | 2023-08-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                  | Truist Financial Corp                                                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    108857 | NS      | $4684116.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                          | BHP Group Ltd                                                                  | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    187347 | NS      | $5803437.71    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Ho                         | Knight-Swift Transportation Holdings Inc                                       | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11738 | NS      | $615188.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aarti Pharmalabs Ltd                                   | Aarti Pharmalabs Ltd                                                           | CUSIP: 000000000<br>LEI: 335800TTAKRBNDK5P363 | Long             | EC               | CORP              | IN        |      4822 | NS      | $22125.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vulcan Materials Co                                    | Vulcan Materials Co                                                            | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1301 | NS      | $227818.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     61602 | NS      | $7269036.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                     | CNA Financial Corp                                                             | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      4996 | NS      | $211230.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                             | Natera Inc                                                                     | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5444 | NS      | $218685.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     16775 | NS      | $5271335.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB                                                                 | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    279377 | NS      | $3310170.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Or                         | Hellenic Telecommunications Organization SA                                    | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     15331 | NS      | $239456.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                | Reliance Industries Ltd                                                        | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     25978 | NS      | $797540.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                       | Delivery Hero SE                                                               | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |     33650 | NS      | $1614855.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                                                   | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    406171 | NS      | $4741438.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                              | Pool Corp                                                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3112 | NS      | $940850.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS ABX.HE.AAA. 06-2                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $515.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                           | DBS BANK LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $994512.50     | 0.04%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                         | West Pharmaceutical Services Inc                                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2857 | NS      | $672394.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corp                                            | NCSoft Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       443 | NS      | $158250.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA INDUSTRIES COMMERCIAL FIN                       | TOYOTA INDUSTRIES COMMERCIAL FIN                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $390313.46     | 0.01%             | 2023-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                             | Axalta Coating Systems Ltd                                                     | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     37113 | NS      | $945268.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CITIGROUP GLOBAL MARKETS INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $485647.22     | 0.02%             | 2023-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A. (20230517)                  | COOPERATIEVE RABOBANK U.A. (20230517)                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $606989.22     | 0.02%             | 2023-05-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                        | Lojas Renner SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     97446 | NS      | $377685.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                          | CUSIP: 06675FAR8<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $251981.39     | 0.01%             | 2023-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                | Saudi National Bank/The                                                        | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     24071 | NS      | $323984.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAI TIAN                                               | Foshan Haitian Flavouring & Food Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34792 | NS      | $399249.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC-NEW YORK                             | BARCLAYS BANK PLC-NEW YORK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $395361.39     | 0.01%             | 2023-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD 0 CP 07/06/2023                           | DBS BANK LTD 0 CP 07/06/2023                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $265143.49     | 0.01%             | 2023-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                        | MYT Holding LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93730 | NS      | $26872.39      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EastGroup Properties Inc                               | EastGroup Properties Inc                                                       | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      6796 | NS      | $1006215.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                              | Woodside Energy Group Ltd                                                      | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     94774 | NS      | $2295256.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                       | CUSIP: 89236TKE4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    397000 | PA      | $397262.57     | 0.01%             | 2023-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                    | American Express Co                                                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     40511 | NS      | $5985500.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                         | PNC Financial Services Group Inc/The                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      5246 | NS      | $828553.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KIWOOM Securities Co Ltd                               | KIWOOM Securities Co Ltd                                                       | CUSIP: 000000000<br>LEI: 988400O27CNGJA2QWJ18 | Long             | EC               | CORP              | KR        |      2236 | NS      | $149165.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                            | Saudi Basic Industries Corp                                                    | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |      8823 | NS      | $211057.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     12305 | NS      | $8877934.45    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | USD/GBP FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-170417.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                          | Welltower Inc                                                                  | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      3036 | NS      | $199009.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Mortgage Secur                         | Banc of America Mortgage 2004-D Trust                                          | CUSIP: 05949ADG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4929 | PA      | $4587.47       | 0.00%             | 2034-05-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| HL Mando Co Ltd                                        | HL Mando Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400P5GM9DGVVOJQ79 | Long             | EC               | CORP              | KR        |      6681 | NS      | $213210.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS ABX.HE.AAA. 06-2                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $461.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                            | Gap Inc/The                                                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     13226 | NS      | $149189.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co                                       | Wells Fargo & Co                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    176363 | NS      | $7282028.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                              | Packaging Corp of America                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4580 | NS      | $585827.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5028 | NS      | $557856.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Ltd                                    | Shriram Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     19748 | NS      | $327821.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                | Zebra Technologies Corp                                                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1424 | NS      | $365127.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2004-S1                                               | CUSIP: 466247EY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6737 | PA      | $7651.85       | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advantech Co Ltd                                       | Advantech Co Ltd                                                               | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |     23198 | NS      | $248391.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG PARENT LLC. WTS 24 SEP27                           | NMG PARENT LLC. WTS 24 SEP27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $29452.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cognex Corp                                            | Cognex Corp                                                                    | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     15838 | NS      | $746128.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Angel Yeast Co Ltd                                     | Angel Yeast Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003002K1DZ78FXZXI48 | Long             | EC               | CORP              | CN        |     30600 | NS      | $199322.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2172 | NS      | $794604.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                          | Severstal PAO                                                                  | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     17534 | NS      | $1.75          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2006-2F                                                | CUSIP: 362334BN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9785 | PA      | $8563.67       | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                               | Crowdstrike Holdings Inc                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2273 | NS      | $239324.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir                         | Liberty Media Corp-Liberty SiriusXM                                            | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11612 | NS      | $454377.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                               | Lamb Weston Holdings Inc                                                       | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8574 | NS      | $766172.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                           | National Vision Holdings Inc                                                   | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      6555 | NS      | $254071.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Weyerhaeuser Co                                        | Weyerhaeuser Co                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     23172 | NS      | $718332.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                              | nCino Inc                                                                      | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19894 | NS      | $525997.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SOCIETE GENERALE SA                                    | SOCIETE GENERALE SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249850.31     | 0.01%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                                   | ING (US) FUNDING LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $385292.50     | 0.01%             | 2023-09-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                         | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5                 | CUSIP: 22541SLG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4672 | PA      | $4653.94       | 0.00%             | 2034-06-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/GBP FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22899.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | 10 YEAR US TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      5039 | NC      | $-1635278.41   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                       | Black Knight Inc                                                               | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     12853 | NS      | $793672.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                           | CUSIP: 46849LTN1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256996.59     | 0.01%             | 2023-01-06      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    458735 | NS      | $4913949.09    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| First Advantage Corp                                   | First Advantage Corp                                                           | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     40476 | NS      | $526188.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                         | Telkom Indonesia Persero Tbk PT                                                | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    983800 | NS      | $236911.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                | ITT Inc                                                                        | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3184 | NS      | $258222.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jade Bird Fire Co Ltd                                  | Jade Bird Fire Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     60775 | NS      | $245034.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                 | Trane Technologies PLC                                                         | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     20581 | NS      | $3459460.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LXDQ                                                   | Shanghai Liangxin Electrical Co Ltd                                            | CUSIP: 000000000<br>LEI: 300300X2WC3DY43W0V29 | Long             | EC               | CORP              | CN        |    120980 | NS      | $255686.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                                | Largan Precision Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $264397.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                      | Vodacom Group Ltd                                                              | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |     24048 | NS      | $173322.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                         | Mitsubishi UFJ Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    360800 | NS      | $2422200.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                 | CHESAPEAKE ENERGY CORP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $6300.00       | 0.00%             | 2026-02-09      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                        | Sands China Ltd                                                                | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | MO        |     84000 | NS      | $275539.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                            | Jack Henry & Associates Inc                                                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      2909 | NS      | $510704.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronet LNG Ltd                                       | Petronet LNG Ltd                                                               | CUSIP: 000000000<br>LEI: 335800KIIKNA7GRD9351 | Long             | EC               | CORP              | IN        |     94431 | NS      | $245613.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                   | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    571000 | PA      | $562447.22     | 0.02%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                             | Bumble Inc                                                                     | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15202 | NS      | $320002.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Lt                         | Apollo Hospitals Enterprise Ltd                                                | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |      6368 | NS      | $344114.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                              | Nestle SA                                                                      | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     74160 | NS      | $8566179.61    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanhua Chemical Group Co Ltd                           | Wanhua Chemical Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3003002H0G2KDG6CR124 | Long             | EC               | CORP              | CN        |     24200 | NS      | $323195.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                           | China Construction Bank Corp                                                   | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   1420000 | NS      | $888053.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                    | Eastman Chemical Co                                                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     29981 | NS      | $2441652.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                   | Hayward Holdings Inc                                                           | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47608 | NS      | $447515.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Brunswick Corp/DE                                      | Brunswick Corp/DE                                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     11672 | NS      | $841317.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     89936 | NS      | $12214708.41   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co Ltd                                 | Wuliangye Yibin Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13900 | NS      | $361469.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                 | BP PLC                                                                         | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   1413287 | NS      | $8154582.83    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                     | TSE Japanese 10 Year Bond s                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |      -165 | NC      | $3367565.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2006-D Trust                                           | CUSIP: 058933AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4335 | PA      | $3727.51       | 0.00%             | 2036-05-20      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                 | Hindustan Unilever Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |     16805 | NS      | $519164.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                         | ICICI Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     39571 | NS      | $425616.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                         | SS&C Technologies Holdings Inc                                                 | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     12850 | NS      | $668971.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                               | Allegro MicroSystems Inc                                                       | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19960 | NS      | $599199.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CLAIRE'S STORES INC                                    | Claire's Stores Inc                                                            | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |    459780 | PA      | $412269.66     | 0.01%             | 2026-12-18      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                   | MGIC Investment Corp                                                           | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     29417 | NS      | $382421.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                 | DBS Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    235000 | NS      | $5948226.87    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                            | Zscaler Inc                                                                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1803 | NS      | $201755.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8911 | NS      | $830416.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                   | Freeport-McMoRan Inc                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     11878 | NS      | $451364.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                    | BellRing Brands Inc                                                            | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     10867 | NS      | $278629.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                                 | Accton Technology Corp                                                         | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     31000 | NS      | $235407.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      1340 | NC      | $-6789499.20   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2007-4                                                  | CUSIP: 3622EBAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15438 | PA      | $4656.02       | 0.00%             | 2037-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                             | Sysco Corp                                                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3650 | NS      | $279042.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     24431 | NS      | $12952827.58   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                           | Canadian National Railway Co                                                   | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     48978 | NS      | $5818036.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK - NEW YO 20230526              | STANDARD CHARTERED BANK - NEW YO 20230526                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $687300.97     | 0.02%             | 2023-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                    | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $513770.58     | 0.02%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     39050 | NS      | $5001524.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                               | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     93584 | NS      | $5874567.49    | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| TCS Group Holding PLC                                  | TCS Group Holding PLC                                                          | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |      5848 | NS      | $0.58          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Samsung Electronics Co Ltd                             | Samsung Electronics Co Ltd                                                     | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       846 | NS      | $937121.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                     | Ingersoll Rand Inc                                                             | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     13793 | NS      | $720684.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                           | Capgemini SE                                                                   | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     16834 | NS      | $2814244.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORP MKTS/NY                               | Lloyds Bank Corporate Markets PLC/New York NY                                  | CUSIP: 53947BG87<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |    249000 | PA      | $249097.20     | 0.01%             | 2023-03-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-257609.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                              | THE TORONTO-DOMINION BANK                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1149449.40    | 0.04%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1502 | NS      | $583181.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil PCL                                           | Thai Oil PCL                                                                   | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |    281985 | NS      | $457081.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corp Ltd                                           | Bid Corp Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     15555 | NS      | $301721.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                    | Leidos Holdings Inc                                                            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2888 | NS      | $303788.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust I LLC 2019-1                                          | CUSIP: 03464MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1124 | PA      | $1117.14       | 0.00%             | 2048-11-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc                                                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2497 | NS      | $535107.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                         | LCI Industries                                                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      3330 | NS      | $307858.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | SVENSKA HANDELSBANKEN AB                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799616.98     | 0.03%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                             | Allianz SE                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $262780.00     | 0.01%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                       | EPAM Systems Inc                                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       828 | NS      | $271368.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                               | Horizon Therapeutics Plc                                                       | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      9349 | NS      | $1063916.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                  | American Homes 4 Rent                                                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     15040 | NS      | $453305.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1431 | NS      | $788037.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                     | NextEra Energy Inc                                                             | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113814 | NS      | $9514850.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                 | Power Integrations Inc                                                         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     12395 | NS      | $888969.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PGIM Core Ultra Short Bond Fund                        | PGIM Core Ultra Short Bond Fund                                                | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 572015617 | NS      | $572015616.85  | 20.37%            |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | DKK/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $48118.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/JPY FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-208585.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                         | Eaton Corp PLC                                                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     28424 | NS      | $4461146.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                          | Zoom Video Communications Inc                                                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      6482 | NS      | $439090.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1039 | NS      | $436691.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                       | RBC Bearings Inc                                                               | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3158 | NS      | $661127.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Realtek Semiconductor Corp                             | Realtek Semiconductor Corp                                                     | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     20000 | NS      | $181879.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                           | Ferguson PLC                                                                   | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | GB        |     28345 | NS      | $3558541.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                    | Northern Trust Corp                                                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4821 | NS      | $426610.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd                                          | FirstRand Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |    119296 | NS      | $433412.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                           | Citizens Financial Group Inc                                                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     19454 | NS      | $765903.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                             | Loews Corp                                                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     20000 | NS      | $1166600.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                           | USD/SEK FORWARD                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-95944.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK (NY)                                  | Norinchukin BK NY BR                                                           | CUSIP: 65602Y2B5<br>LEI: 549300KQZJBM38M51L16 | Long             | DBT              | CORP              | US        |    986000 | PA      | $986379.84     | 0.04%             | 2023-02-27      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Chailease Holding Co Ltd                               | Chailease Holding Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | TW        |     38331 | NS      | $270049.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                             | Raytheon Technologies Corp                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8700 | NS      | $878004.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                     | Cooper Cos Inc/The                                                             | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1808 | NS      | $597851.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                          | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    373000 | PA      | $369529.10     | 0.01%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Definitive Healthcare Corp                             | Definitive Healthcare Corp                                                     | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30326 | NS      | $333282.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Gr                         | Hartford Financial Services Group Inc/The                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5047 | NS      | $382714.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                              | SCB X PCL                                                                      | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    115700 | NS      | $356912.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6472 | NS      | $308326.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                    | Cheniere Energy Inc                                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3881 | NS      | $581994.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | JPY/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $211764.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                                | Aramark                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     12332 | NS      | $509804.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                           | Entergy Corp                                                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2759 | NS      | $310387.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                           | Simpson Manufacturing Co Inc                                                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7312 | NS      | $648281.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 22/11/2023          | AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 22/11/2023                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $284455.01     | 0.01%             | 2023-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                         | Wendy's Co/The                                                                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     35594 | NS      | $805492.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                   | Alaska Air Group Inc                                                           | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     10361 | NS      | $444901.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                            | Royal Caribbean Cruises Ltd                                                    | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      5378 | NS      | $265834.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FleetCor Technologies Inc                              | FleetCor Technologies Inc                                                      | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1713 | NS      | $314643.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3825 | NS      | $7708446.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10807 | NS      | $918811.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4784 | NS      | $725063.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                               | Cullen/Frost Bankers Inc                                                       | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      4923 | NS      | $658205.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mastercard Inc                                         | Mastercard Inc                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     43809 | NS      | $15233703.57   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                     | Outfront Media Inc                                                             | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     37823 | NS      | $627105.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tractor Supply Co                                      | Tractor Supply Co                                                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      2463 | NS      | $554101.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTL                                          | Shenzhou International Group Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | CN        |     34300 | NS      | $382508.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                             | Copart Inc                                                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     12987 | NS      | $790778.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                            | Hubbell Inc                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2116 | NS      | $496582.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                 | Perimeter Solutions SA                                                         | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |     50477 | NS      | $461359.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                             | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      8605 | NS      | $707417.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                               | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP             | CUSIP: 166754AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $893870.00     | 0.03%             | 2023-05-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/GBP FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $41011.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                      | Ralph Lauren Corp                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3712 | NS      | $392247.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TSMC                                                   | Taiwan Semiconductor Manufacturing Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    252000 | NS      | $3659912.75    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                       | HealthEquity Inc                                                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     10377 | NS      | $639638.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    183718 | NS      | $13218510.10   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                               | Bank Central Asia Tbk PT                                                       | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   7886100 | NS      | $4324250.36    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                  | Texas Instruments Inc                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4269 | NS      | $705324.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $100288.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS ABX.HE.AAA. 06-2                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $407.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2009 | NS      | $753616.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                     | Planet Fitness Inc                                                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     10632 | NS      | $837801.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $168150.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                      | MONTREAL EXCHANGE S&P/TSX 60 INDEX                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -173 | NC      | $-167921.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                      | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    305771 | NS      | $8619934.35    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                              | Toronto-Dominion Bank/The                                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     82115 | NS      | $5316855.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                               | Marsh & McLennan Cos Inc                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       795 | NS      | $131556.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                               | Volvo AB                                                                       | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    487635 | NS      | $8808442.44    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                         | USD/SEK FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6202.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     58715 | NS      | $9873514.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                 | Hillman Solutions Corp                                                         | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72997 | NS      | $526308.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SVB Financial Group                                    | SVB Financial Group                                                            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      4010 | NS      | $922861.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                         | National Retail Properties Inc                                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     17050 | NS      | $780208.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                             | Samsung Electronics Co Ltd                                                     | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    191295 | NS      | $8396558.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                       | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |    149345 | NS      | $14887756.88   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     85861 | NS      | $13568613.83   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                   | JBG SMITH Properties                                                           | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10405 | NS      | $197486.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/NY (20230601)                    | TORONTO-DOMINION BANK/NY (20230601)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $684848.97     | 0.02%             | 2023-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HAN'S LASER                                            | Han's Laser Technology Industry Group Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300MZXZR87BGKOZ23 | Long             | EC               | CORP              | CN        |     57100 | NS      | $210826.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                             | Signature Bank/New York NY                                                     | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      5581 | NS      | $643042.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7796 | NS      | $1139307.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/HKD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1287.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                | Temasek Financial I Ltd                                                        | CUSIP: 87973PAC8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    335000 | PA      | $334644.90     | 0.01%             | 2023-01-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                          | Coloplast A/S                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |     22029 | NS      | $2580757.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                     | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     12411 | NS      | $2137052.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                 | Tyler Technologies Inc                                                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2365 | NS      | $762499.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chongqing Brewery Co Ltd                               | Chongqing Brewery Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13200 | NS      | $242583.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                  | General Dynamics Corp                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2213 | NS      | $549067.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                          | ASE Technology Holding Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     64000 | NS      | $194456.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                    | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       940 | NS      | $271782.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | USD/CHF FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35734.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                              | Keysight Technologies Inc                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2480 | NS      | $424253.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS NY BRANCH                                      | NATIXIS SA/NEW YORK NY                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $578905.50     | 0.02%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     97706 | NS      | $13221515.59   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                           | Insulet Corp                                                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1706 | NS      | $502229.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                          | AIA Group Ltd                                                                  | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    847874 | NS      | $9363404.61    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                               | Qatar National Bank QPSC                                                       | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     51688 | NS      | $256208.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                             | Charter Communications Inc                                                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     14155 | NS      | $4799960.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME E-MINI RUSSELL 2000 INDEX                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -328 | NC      | $668516.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JYP Entertainment Corp                                 | JYP Entertainment Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6013 | NS      | $323025.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                            | LG Chem Ltd                                                                    | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      1669 | NS      | $796996.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IAC Inc                                                | IAC Inc                                                                        | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      8702 | NS      | $386368.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp                                             | NAVER Corp                                                                     | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      1664 | NS      | $236655.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServisFirst Bancshares Inc                             | ServisFirst Bancshares Inc                                                     | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7845 | NS      | $540598.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlsberg AS                                           | Carlsberg AS                                                                   | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |     26130 | NS      | $3466065.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aarti Industries Ltd                                   | Aarti Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 335800JBE5SD89NHB831 | Long             | EC               | CORP              | IN        |     19290 | NS      | $141980.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                              | CAD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $41836.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                             | SolarEdge Technologies Inc                                                     | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |      2374 | NS      | $672482.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE STREET GLOBAL MARKETS, LLC                       | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1215800.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                           | Nordson Corp                                                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3059 | NS      | $727185.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                               | CommScope Holding Co Inc                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     12965 | NS      | $95292.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                           | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $146224.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                                                      | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     98572 | NS      | $1081622.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                     | Kraft Heinz Co/The                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     16952 | NS      | $690115.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                              | Performance Food Group Co                                                      | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     16712 | NS      | $975813.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                         | Murphy USA Inc                                                                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1148 | NS      | $320911.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimco Realty Corp                                      | Kimco Realty Corp                                                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     30287 | NS      | $641478.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio                         | Bright Horizons Family Solutions Inc                                           | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11951 | NS      | $754108.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                                           | SK Hynix Inc                                                                   | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     10927 | NS      | $651949.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                     | Royalty Pharma PLC                                                             | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |     13514 | NS      | $534073.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skshu Paint Co Ltd                                     | Skshu Paint Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20800 | NS      | $340952.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                           | UNITED OVERSEAS BANK LIMITED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996625.22     | 0.04%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                 | Localiza Rent a Car SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     27806 | NS      | $276106.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                        | Baker Hughes Co                                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145363 | NS      | $4292569.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                 | Boston Scientific Corp                                                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    233100 | NS      | $10785537.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANGHAI SMI HOLDING CO LTD                            | SHANGHAI SMI HOLDING CO LTD                                                    | CUSIP: 000000000<br>LEI: 3003001MXDC5JH6OEU34 | Long             | EC               | CORP              | CN        |      3900 | NS      | $2239.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd                               | Britannia Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |      6579 | NS      | $342226.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                  | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $463728.47     | 0.02%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                      | EOG Resources Inc                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     11439 | NS      | $1481579.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     20667 | NS      | $6922204.98    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | SEK/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17125.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                  | EVERGY KANSAS CENTRAL INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299461.82     | 0.01%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                           | Synopsys Inc                                                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2144 | NS      | $684557.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM Inc                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6217 | NS      | $683496.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                   | Taiwan Semiconductor Manufacturing Co Ltd                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    162103 | NS      | $12075052.47   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                            | Genpact Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      4258 | NS      | $197230.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FULING ZHACAI                                          | Chongqing Fuling Zhacai Group Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     45600 | NS      | $169532.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                     | Tokyo Electron Ltd                                                             | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     12800 | NS      | $3761007.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                           | Techtronic Industries Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     32500 | NS      | $360972.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                    | Dollar General Corp                                                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1051 | NS      | $258808.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                | Wintrust Financial Corp                                                        | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      8748 | NS      | $739380.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                         | Public Storage                                                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       955 | NS      | $267581.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                            | Toro Co/The                                                                    | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     12352 | NS      | $1398246.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                                 | KB Financial Group Inc                                                         | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     11412 | NS      | $437223.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                        | ICU Medical Inc                                                                | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      3826 | NS      | $602518.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                               | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6155000 | PA      | $5904712.71    | 0.21%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                            | WESTPAC BANKING CORPORATION                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486781.34     | 0.02%             | 2023-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                             | HDFC Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     48527 | NS      | $331482.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                          | Marriott International Inc/MD                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     61803 | NS      | $9201848.67    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                | WEX Inc                                                                        | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      5988 | NS      | $979936.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                    | Texas Roadhouse Inc                                                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3668 | NS      | $333604.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                           | Prologis Inc                                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     80060 | NS      | $9025163.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       809 | NS      | $255530.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                             | Casey's General Stores Inc                                                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2987 | NS      | $670133.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                         | CHF/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $549012.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                               | ENEL FINANCE AMERICA LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $272075.59     | 0.01%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                     | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    586000 | PA      | $586000.00     | 0.02%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                             | Sanlam Ltd                                                                     | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     63130 | NS      | $181383.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA - NY                              | ROYAL BANK OF CANADA - NY                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $380620.50     | 0.01%             | 2023-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                  | Bath & Body Works Inc                                                          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      8620 | NS      | $363246.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK - NEW YO                       | STANDARD CHARTERED BANK - NEW YO                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $446434.21     | 0.02%             | 2023-08-11      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                            | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-HE1             | CUSIP: 65536HCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2863 | PA      | $2851.51       | 0.00%             | 2036-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PTT Exploration & Production P                         | PTT Exploration & Production PCL                                               | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     66300 | NS      | $337640.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                         | Public Service Enterprise Group Inc                                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      4165 | NS      | $255189.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                           | CUSIP: 961214DS9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $224907.68     | 0.01%             | 2023-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                        | MORAN FOODS LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251940 | PA      | $204071.46     | 0.01%             | 2024-04-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                           | Rayonier Inc                                                                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     14555 | NS      | $479732.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL BANK OF CANADA - NY                              | ROYAL BANK OF CANADA - NY                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $246129.09     | 0.01%             | 2023-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                        | Morningstar Inc                                                                | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      3578 | NS      | $774959.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                          | Volkswagen AG                                                                  | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     27193 | NS      | $3373283.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2015-3                                               | CUSIP: 89172HAZ0<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-MBS          | CORP              | US        |      3888 | PA      | $3866.89       | 0.00%             | 2054-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                           | Exelixis Inc                                                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     16357 | NS      | $262366.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse First Boston Mor                         | Credit Suisse First Boston Mortgage Securities Corp                            | CUSIP: 225458TF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2479 | PA      | $2357.33       | 0.00%             | 2020-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                  | Mohawk Industries Inc                                                          | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      4101 | NS      | $419204.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                         | AUD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $345298.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                              | Tokio Marine Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    137200 | NS      | $2930920.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                      | Kinder Morgan Inc                                                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     35050 | NS      | $633704.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                    | StepStone Group Inc                                                            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27704 | NS      | $697586.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Alliance Bancorp                               | Western Alliance Bancorp                                                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     13256 | NS      | $789527.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions                         | Broadridge Financial Solutions Inc                                             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4549 | NS      | $610157.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                              | Chubb Ltd                                                                      | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2688 | NS      | $592972.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                                      | H World Group Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |     70600 | NS      | $300998.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDEE INT'L                                          | Kingdee International Software Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | CN        |    118000 | NS      | $250407.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                             | Cigna Corp                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1459 | NS      | $483425.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                 | RWE AG                                                                         | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |    172302 | NS      | $7617080.28    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC CO 0 CP 10/01/2023               | LOUISVILLE GAS & ELEC CO 0 CP 10/01/2023                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $274615.24     | 0.01%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                             | FANUC Corp                                                                     | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     20700 | NS      | $3097684.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     55756 | NS      | $7244377.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc                              | Wuxi Biologics Cayman Inc                                                      | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |     38000 | NS      | $287808.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                 | T Rowe Price Group Inc                                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3298 | NS      | $359679.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp                                         | TD SYNNEX Corp                                                                 | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      3632 | NS      | $343986.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Mindray Bio-Medical E                         | Shenzhen Mindray Bio-Medical Electronics Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5900 | NS      | $268750.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                               | LKQ Corp                                                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     16298 | NS      | $870476.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                         | American Electric Power Co Inc                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3164 | NS      | $300421.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                            | Alnylam Pharmaceuticals Inc                                                    | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2743 | NS      | $651873.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                     | Coterra Energy Inc                                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     16339 | NS      | $401449.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                     | Trade Desk Inc/The                                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      5560 | NS      | $249254.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2006-1 Trust                                           | CUSIP: 05949TBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3999 | PA      | $3405.51       | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB 20230601              | SKANDINAVISKA ENSKILDA BANKEN AB 20230601                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $743108.09     | 0.03%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS'' FINANCE TRUST                       | ONTARIO TEACHERS'' FINANCE TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $612608.15     | 0.02%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3907 | NS      | $320413.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED Technology Inc                                  | ASPEED Technology Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $218355.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN NETWORKS PFD                                   | GOODMAN NETWORKS INC PFD SER 1                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4751 | NS      | $47.51         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | USD/JPY FORWARD                                                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-237630.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10804.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                          | Wolfspeed Inc                                                                  | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      3377 | NS      | $233148.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc                                          | Citigroup Inc                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      9068 | NS      | $410145.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YILI                                                   | Inner Mongolia Yili Industrial Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |     69900 | NS      | $312212.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                             | Brixmor Property Group Inc                                                     | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     21752 | NS      | $493117.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Back                         | Ownit Mortgage Loan Trust Series 2006-1                                        | CUSIP: 69121PDB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2582 | PA      | $2572.01       | 0.00%             | 2035-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EUREX EURO STOXX 50                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |     -2442 | NC      | $3562806.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                     | TSE TOPIX (TOKYO PRICE INDEX)                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |      -298 | NC      | $1134345.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                               | Estee Lauder Cos Inc/The                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      2211 | NS      | $548571.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                  | Burlington Stores Inc                                                          | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      7221 | NS      | $1464129.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Corp                                            | Target Corp                                                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     24137 | NS      | $3597378.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group Ltd                                       | Clicks Group Ltd                                                               | CUSIP: 000000000<br>LEI: 378900E967958A677472 | Long             | EC               | CORP              | ZA        |     19931 | NS      | $315026.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                        | McDonald's Corp                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     14326 | NS      | $3775330.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | AUD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21208.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D               | PGIM Institutional Money Market Fund - D                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  25872952 | NS      | $25862602.63   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                           | Wal-Mart de Mexico SAB de CV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    753728 | NS      | $2664243.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC                                           | 7-Eleven Inc                                                                   | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167054.17     | 0.01%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12998 | NS      | $566842.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LIMITED                                 | MACQUARIE BANK LIMITED                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $477257.78     | 0.02%             | 2023-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shenzhen New Nanshan Holding Group Co Ltd              | SHENZHEN NEW NANSHAN HOLDING GROUP CO LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20522 | NS      | $11252.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                           | Chevron Corp                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64616 | NS      | $11597925.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Prudential Life Insuranc                         | ICICI Prudential Life Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |     27091 | NS      | $147383.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                   | Generac Holdings Inc                                                           | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      5105 | NS      | $513869.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuit Inc                                             | Intuit Inc                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     19202 | NS      | $7473802.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP CAPITAL INC                                        | PSP CAPITAL INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1789587.14    | 0.06%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PING AN                                                | Ping An Insurance Group Co of China Ltd                                        | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     86000 | NS      | $564998.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                          | Confluent Inc                                                                  | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     15319 | NS      | $340694.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE STREET GLOBAL MARKETS, LLC                       | SGD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $109243.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                 | Palo Alto Networks Inc                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      5385 | NS      | $751422.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| (PIPA040) AST J.P. Morgan Fixed Income Central Fund    | (PIPA040) AST J.P. Morgan Fixed Income Central Fund                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 116650938 | NS      | $1166509376.18 | 41.54%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                          | ALIMENTATION COUCHE-TARD INC.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249145.43     | 0.01%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                        | Ross Stores Inc                                                                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     73061 | NS      | $8480190.27    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGi Green                                            | LONGi Green Energy Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |     28900 | NS      | $175784.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                         | Philip Morris International Inc                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4742 | NS      | $479937.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                             | Capital One Financial Corp                                                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     12247 | NS      | $1138481.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                          | Martin Marietta Materials Inc                                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2202 | NS      | $744209.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                  | Molina Healthcare Inc                                                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2403 | NS      | $793518.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                              | Amgen Inc                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1803 | NS      | $473539.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                           | FactSet Research Systems Inc                                                   | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1914 | NS      | $767915.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS ABX.HE.AAA. 06-2                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $190.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                               | Kia Corp                                                                       | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      5000 | NS      | $235252.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                      | Newell Brands Inc                                                              | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     27008 | NS      | $353264.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Linde PLC                                              | Linde PLC                                                                      | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |     14649 | NS      | $4775006.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                          | Timken Co/The                                                                  | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3739 | NS      | $264235.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                  | Northrop Grumman Corp                                                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       805 | NS      | $439216.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                         | Fairfax Financial Holdings Ltd                                                 | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       816 | NS      | $483374.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS ABX.HE.AAA. 06-2                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $244.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                               | Lennox International Inc                                                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      3274 | NS      | $783239.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                                    | CUSIP: 02665WDC2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    646000 | PA      | $645672.06     | 0.02%             | 2023-01-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                       | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    163905 | NS      | $4540343.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp                                                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1177 | NS      | $290036.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                      | SUNCOR ENERGY INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298781.96     | 0.01%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    103635 | NS      | $16748452.35   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                        | Xcel Energy Inc                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      9309 | NS      | $652653.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Ltd                               | China Resources Land Ltd                                                       | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |     60000 | NS      | $272962.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Holdings Inc                                | Windstream Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $2895.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                 | CHESAPEAKE ENERGY CORP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $1400.00       | 0.00%             | 2026-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                               | Jazz Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      2850 | NS      | $454033.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                 | AmerisourceBergen Corp                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      5558 | NS      | $921016.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                            | B3 SA - Brasil Bolsa Balcao                                                    | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     86458 | NS      | $216025.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                         | GMACM Mortgage Loan Trust 2003-J10                                             | CUSIP: 36185NM72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3967 | PA      | $3890.99       | 0.00%             | 2019-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                  | Waste Connections Inc                                                          | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      6242 | NS      | $827439.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                          | Envestnet Inc                                                                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      9561 | NS      | $589913.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson & Johnson                                      | Johnson & Johnson                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5494 | NS      | $970515.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2007-5                                         | CUSIP: 12544VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12946 | PA      | $5273.37       | 0.00%             | 2037-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5444 | NS      | $1681651.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                 | First Republic Bank/CA                                                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2913 | NS      | $355065.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Ltd                              | Capitec Bank Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2929 | NS      | $318841.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                        | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    632000 | PA      | $630077.56     | 0.02%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I                         | Ryman Hospitality Properties Inc                                               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5480 | NS      | $448154.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                               | Oversea-Chinese Banking Corp Ltd/New York                                      | CUSIP: 69033MQ67<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    516000 | PA      | $516103.90     | 0.02%             | 2023-01-24      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | USD/DKK FORWARD                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26669.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-J6                                                 | CUSIP: 12667GVN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1846 | PA      | $1597.25       | 0.00%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                          | HDFC Bank Ltd                                                                  | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     86750 | NS      | $5934567.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp                                   | Bank of America Corp                                                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    437604 | NS      | $14493444.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Midea Group Co Ltd                                     | Midea Group Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |     11493 | NS      | $85733.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                          | Rio Tinto PLC                                                                  | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     63701 | NS      | $4483533.82    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                     | Union Pacific Corp                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     36770 | NS      | $7613963.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | GBP/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22615.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                    | Altice Financing SA                                                            | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |     17195 | PA      | $16507.13      | 0.00%             | 2026-01-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                             | Verizon Communications Inc                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19902 | NS      | $784138.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT                                                    | Nippon Telegraph & Telephone Corp                                              | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    111300 | NS      | $3174110.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclat Textile Co Ltd                                   | Eclat Textile Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16000 | NS      | $256849.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EP Energy Corp                                         | EP Energy Corp                                                                 | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      7216 | NS      | $50512.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Certara Inc                                            | Certara Inc                                                                    | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27649 | NS      | $444319.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Stericycle Inc                                         | Stericycle Inc                                                                 | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     13985 | NS      | $697711.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                    | Landstar System Inc                                                            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4427 | NS      | $721158.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                 | Intuitive Surgical Inc                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     18916 | NS      | $5019360.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STAND LIFE II                                 | Reliance Standard Life Global Funding II                                       | CUSIP: 75951AAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $205647.92     | 0.01%             | 2023-01-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                            | Equifax Inc                                                                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1877 | NS      | $364813.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAIRE'S STORES INC CNV PFD                            | CLAIRE'S STORES INC CNV PFD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       309 | NS      | $664350.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG                                                            | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    100730 | NS      | $2004183.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                         | Federal Realty Investment Trust                                                | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3867 | NS      | $390721.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                           | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31719.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                             | Globant SA                                                                     | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | UY        |      2262 | NS      | $380377.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                         | MSA Safety Inc                                                                 | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      6976 | NS      | $1005869.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAIRE'S PRIVATE PLACEMENT                             | CLAIRE'S PRIVATE PLACEMENT                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       406 | NS      | $121800.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STERIS PLC                                             | STERIS PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4568 | NS      | $843663.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                             | Advanced Micro Devices Inc                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     77460 | NS      | $5017084.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                 | Guidewire Software Inc                                                         | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     10479 | NS      | $655566.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I                         | BJ's Wholesale Club Holdings Inc                                               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     11791 | NS      | $780092.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                        | Q2 Holdings Inc                                                                | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     18616 | NS      | $500211.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    144390 | NS      | $34627609.80   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                   | Lamar Advertising Co                                                           | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3704 | NS      | $349657.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                              | adidas AG                                                                      | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     16074 | NS      | $2178451.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc                                           | Evercore Inc                                                                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      7050 | NS      | $769014.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA - NY (01/20/2023)                 | ROYAL BANK OF CANADA - NY (01/20/2023)                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299242.95     | 0.01%             | 2023-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     22416 | NS      | $2761202.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                            | NetEase Inc                                                                    | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     31100 | NS      | $451074.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                             | AMETEK Inc                                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5689 | NS      | $794867.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                                | Meituan                                                                        | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |     46800 | NS      | $1036893.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KEB HANA BANK/NY                                       | KEB HANA BANK/NY                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1006813.50    | 0.04%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                          | Credicorp Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |      3205 | NS      | $434790.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MONTREAL CHICAGO ILL 0 CP 06/11/2023              | BANK MONTREAL CHICAGO ILL 0 CP 06/11/2023                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $479722.26     | 0.02%             | 2023-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Michelin                                               | Cie Generale des Etablissements Michelin SCA                                   | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    226205 | NS      | $6301461.23    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                              | Zijin Mining Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    210000 | NS      | $282238.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2004-9                                          | CUSIP: 41161PHS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4264 | PA      | $3515.13       | 0.00%             | 2034-12-19      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                             | Allianz SE                                                                     | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     24986 | NS      | $5335955.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                    | Quanta Services Inc                                                            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      9097 | NS      | $1296322.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                         | CAD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19105.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     53938 | NS      | $8847450.14    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                             | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $434664.59     | 0.02%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                              | United Parcel Service Inc                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     45889 | NS      | $7977343.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                              | Gerdau SA                                                                      | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     43780 | NS      | $240648.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGH RIDGE ESCROW BOND                                 | HIGH RIDGE ESCROW BOND                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $0.02          | 0.00%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energizer Holdings Inc                                 | Energizer Holdings Inc                                                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      8607 | NS      | $288764.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                           | Ritchie Bros Auctioneers Inc                                                   | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      9818 | NS      | $567774.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimmer Biomet Holdings Inc                             | Zimmer Biomet Holdings Inc                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2569 | NS      | $327547.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                  | Travelers Cos Inc/The                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4632 | NS      | $868453.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASB BANK LIMITED                                       | ASB Bank Ltd                                                                   | CUSIP: 00216LAA1<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    399000 | PA      | $396763.49     | 0.01%             | 2023-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METLIFE SHORT TERM FUNDING LLC                         | METLIFE SHORT TERM FUNDING LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1783013.80    | 0.06%             | 2023-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                 | Petroleo Brasileiro SA                                                         | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     72133 | NS      | $334673.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                             | JD.com Inc                                                                     | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     25958 | NS      | $724660.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Co                         | Housing Development Finance Corp Ltd                                           | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |    278495 | NS      | $8853624.64    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JSHL                                                   | Jiangsu Hengli Hydraulic Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24600 | NS      | $224067.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                             | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     10412 | NS      | $3728513.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Thor Industries Inc                                    | Thor Industries Inc                                                            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2243 | NS      | $169324.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KBC Group NV                                           | KBC Group NV                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |    105775 | NS      | $6810358.08    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                       | ASB BANK LIMITED                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $284582.59     | 0.01%             | 2023-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                 | Liberty Broadband Corp                                                         | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      8350 | NS      | $636854.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAL TopCo LLC Equity Units                             | SAL TopCo LLC Equity Units                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15668 | NS      | $39170.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential PLC                                         | Prudential PLC                                                                 | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     30547 | NS      | $416517.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME E-MINI STANDARD & POOR'S MIDCAP 400 INDEX                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -178 | NC      | $778495.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinovac Biotech Ltd                                    | Sinovac Biotech Ltd                                                            | CUSIP: 000000000<br>LEI: 529900DOOGH8WKB2WL85 | Long             | EC               | CORP              | CN        |      3000 | NS      | $19513.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| XPeng Inc                                              | XPeng Inc                                                                      | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | CN        |     18406 | NS      | $90699.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                           | Alimentation Couche-Tard Inc                                                   | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     76090 | NS      | $3343689.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                      | Post Holdings Inc                                                              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      5490 | NS      | $495527.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     27633 | NS      | $15066951.58   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d                         | Grupo Financiero Banorte SAB de CV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    110368 | NS      | $794293.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      3685 | NS      | $286398.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                         | Option One Mortgage Loan Trust 2005-3                                          | CUSIP: 68389FHT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4325 | PA      | $4306.23       | 0.00%             | 2035-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     49163 | NS      | $3747283.55    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Financial Partners Inc                           | Focus Financial Partners Inc                                                   | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     19423 | NS      | $723895.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Rakyat Indonesia Persero                          | Bank Rakyat Indonesia Persero Tbk PT                                           | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   1795672 | NS      | $569318.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings Plc                                  | Wizz Air Holdings Plc                                                          | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | CH        |      4478 | NS      | $102392.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                             | Apple Hospitality REIT Inc                                                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     15325 | NS      | $241828.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                             | LPL Financial Holdings Inc                                                     | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4023 | NS      | $869651.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    293511 | NS      | $24654924.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                               | Federal Farm Credit Banks Funding Corp                                         | CUSIP: 3133EN3A6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    330000 | PA      | $330100.09     | 0.01%             | 2023-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                              | Dick's Sporting Goods Inc                                                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      3640 | NS      | $437855.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CBRE Group Inc                                         | CBRE Group Inc                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      6234 | NS      | $479768.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                       | QuidelOrtho Corp                                                               | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      6605 | NS      | $565850.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias do Brasil SA                            | EDP - Energias do Brasil SA                                                    | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |     62902 | NS      | $248279.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                    | Sun Communities Inc                                                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     18799 | NS      | $2688257.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                             | Diageo PLC                                                                     | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    401503 | NS      | $17574539.04   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                         | NU Holdings Ltd/Cayman Islands                                                 | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |     25473 | NS      | $103675.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Atmos Energy Corp                                      | Atmos Energy Corp                                                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      6726 | NS      | $753782.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer