# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-23-043635
**Filing Date:** 2023-2
**Character Count:** 481756
**Document Hash:** 9ca60ab068561a27c3fc252f8d34512a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043635.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043635

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 23675971

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Absolute Return Tracker Fund (Series ID: S000020314)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000057076 | Class A         | GARTX           |
| C000057077 | Class C         | GCRTX           |
| C000057078 | Institutional   | GJRTX           |
| C000066743 | Class R Shares  | GRRTX           |
| C000066744 | Investor Shares | GSRTX           |
| C000161524 | Class R6 Shares | GARUX           |
| C000201773 | Class P Shares  | GSGPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Absolute Return Tracker Fund

- **b. EDGAR series identifier (if any):** S000020314

- **c. LEI of Series:** DKFEL85SJZHUKV0SC582

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3548597713.90

**Total Liabilities:** $54562210.30

**Net Assets:** $3494035503.60

**Cash Not Reported:** $235147075.58

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -4.88000000 | **1-Year:** -781.59000000 | **5-Year:** -102567.23000000 | **10-Year:** -0.01000000 | **30-Year:** -0.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201773 | 2.38%                | 3.65%                | -1.96%               |
| Class ID C000161524 | 2.38%                | 3.65%                | -1.95%               |
| Class ID C000057078 | 2.26%                | 3.65%                | -1.97%               |
| Class ID C000066743 | 2.21%                | 3.61%                | -2.03%               |
| Class ID C000057076 | 2.25%                | 3.70%                | -2.04%               |
| Class ID C000057077 | 2.12%                | 3.64%                | -2.00%               |
| Class ID C000066744 | 2.30%                | 3.59%                | -1.90%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14713071.18            | $91473909.67                               |
| Month 2  | $-24808259.11            | $148126588.50                              |
| Month 3  | $-2686840.71             | $-70836077.98                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nagoya Railroad Co Ltd                                    | Nagoya Railroad Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |        200 | NS      | $3296.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME PRI ALUM FUTR JAN23                                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         26 | NC      | $-77961.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LondonMetric Property PLC                                 | LondonMetric Property PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |      16076 | NS      | $33369.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                                                         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       2977 | NS      | $291239.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                                                                       | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |       3049 | NS      | $66543.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                                                                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      18602 | NS      | $2321529.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                                        | Balfour Beatty PLC                                                                                                  | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |      12827 | NS      | $52352.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |        441 | NS      | $22546.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                            | Firstgroup PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |       5431 | NS      | $6623.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                      | Endeavour Mining PLC                                                                                                | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |        924 | NS      | $19542.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives            | AMSTERDAM IDX FUT JAN23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |         35 | NC      | $-328584.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UK Commercial Property REIT Ltd                           | UK Commercial Property REIT Ltd                                                                                     | CUSIP: 000000000<br>LEI: 213800JN4FQ1A9G8EU25 | Long             | EC               |  | GG        |      15543 | NS      | $10973.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                  | ZOZO Inc                                                                                                            | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |        300 | NS      | $7408.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                                                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       3380 | NS      | $114345.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                            | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       4430 | NS      | $107129.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | St James's Place PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |         22 | NS      | $289.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp                                                                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        400 | NS      | $95088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc              | Charles River Laboratories International Inc                                                                        | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        453 | NS      | $98708.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                                                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      56830 | NS      | $1520770.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                 | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        901 | NS      | $655650.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      18739 | NS      | $93410.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     144602 | NS      | $6888839.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                          | Mazda Motor Corp                                                                                                    | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       4000 | NS      | $29984.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        769 | NS      | $96171.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |        679 | NS      | $34928.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      43975 | NS      | $5830645.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7958 | NS      | $304791.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       7199 | NS      | $362757.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares JP Morgan USD Emerging Markets Bond ETF           | iShares JP Morgan USD Emerging Markets Bond ETF                                                                     | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      44300 | NS      | $3747337.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |       3546 | NS      | $130421.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd                                           | Aozora Bank Ltd                                                                                                     | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |        300 | NS      | $5896.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                                                                             | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       4912 | NS      | $50583.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                                                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      17040 | NS      | $161539.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      46741 | NS      | $63113.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED PHP / SOLD USD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $-51476.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      29724 | NS      | $138088.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       3129 | NS      | $770516.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victrex PLC                                               | Victrex PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |        434 | NS      | $8353.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Fund Management PLC                               | Jupiter Fund Management PLC                                                                                         | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |      10743 | NS      | $17247.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                          | Seiko Epson Corp                                                                                                    | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |        719 | NS      | $10460.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                                                         | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       1247 | NS      | $39121.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CAD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-51692.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       8242 | NS      | $2199295.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                       | DENTSPLY SIRONA Inc                                                                                                 | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       6057 | NS      | $192854.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                                                                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       6705 | NS      | $395595.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       1034 | NS      | $370272.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                                                           | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     391473 | NS      | $90724.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          4 | NC      | $-13429.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         11 | NS      | $1536.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                              | NATURAL GAS FUTR FEB23                                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -25 | NC      | $198790.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       9248 | NS      | $878097.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     119643 | NS      | $4024790.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       3274 | NS      | $103294.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital & Counties Properties PLC                         | Capital & Counties Properties PLC                                                                                   | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               |  | GB        |       5780 | NS      | $7441.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                                                                                        | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       1250 | NS      | $83562.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES105503  TRS USD R E NDUGWI INDEX / Short: ES105503  TRS USD P V 00MSOFR US0001M + 18 BPS                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   45700271 | OU      | $-1227713.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co                                         | Kyushu Railway Co                                                                                                   | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |        300 | NS      | $6643.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                                                           | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |        422 | NS      | $23931.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                                      | Yakult Honsha Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |        200 | NS      | $13019.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       2248 | NS      | $233612.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |        926 | NS      | $23619.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                                                        | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       1616 | NS      | $104046.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110511  TRS USD R E JPGSGLTN INDEX / Short: ES110511  TRS USD P V 01MSOFR US0001M - 7 BPS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   31637922 | OU      | $-1170045.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                                                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       1572 | NS      | $272757.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                                                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |          4 | NS      | $1860.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |        500 | NS      | $11300.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES109504  TRS USD R E NDUGWI INDEX / Short: ES109504  TRS USD P V 01MSOFR SOFRRATE - 14 BPS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   52251043 | OU      | $-1403696.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                                                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $138749.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                                                         | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      13479 | NS      | $150021.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux SAEM                                | La Francaise des Jeux SAEM                                                                                          | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        390 | NS      | $15693.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                       | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |        715 | NS      | $81704.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      25893 | NS      | $3358581.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LXI REIT Plc                                              | LXI REIT Plc                                                                                                        | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |      32074 | NS      | $43830.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                                                         | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        493 | NS      | $86551.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greggs PLC                                                | Greggs PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |        964 | NS      | $27085.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      13152 | NS      | $3798034.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      14999 | NS      | $999683.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES110221  TRS USD R E NDUGWI INDEX / Short: ES110221  TRS USD P V 01MSOFR US0001M + 9 BPS                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   77777193 | OU      | $-2089443.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      28092 | NS      | $5817010.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                                                       | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |       2832 | NS      | $32443.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co Inc                                               | Trex Co Inc                                                                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         16 | NS      | $677.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      77767 | NS      | $13737540.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA                                       | Interpump Group SpA                                                                                                 | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |       1008 | NS      | $45508.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       1608 | NS      | $423756.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corp                                                 | Lion Corp                                                                                                           | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |        800 | NS      | $9201.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Encavis AG                                                | Encavis AG                                                                                                          | CUSIP: 000000000<br>LEI: 391200ECRGNL09Y2KJ67 | Long             | EC               | CORP              | DE        |          8 | NS      | $158.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       1333 | NS      | $80059.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      53320 | NS      | $59557.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      22259 | NS      | $3156771.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruichi Steel Tube Ltd                                   | Maruichi Steel Tube Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        200 | NS      | $4088.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                                                                 | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        269 | NS      | $20774.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneysupermarket.com Group PLC                            | Moneysupermarket.com Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |       6574 | NS      | $15325.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      31774 | NS      | $16845939.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                            | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      12296 | NS      | $59621.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                              | Ricoh Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |       1804 | NS      | $13730.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      46459 | NS      | $268065.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN INC                                                | TOPPAN INC                                                                                                          | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |        400 | NS      | $5906.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        736 | NS      | $103282.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                                                                      | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       3362 | NS      | $47402.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                                                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       2523 | NS      | $129984.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Group PLC                                         | Frasers Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |       1164 | NS      | $9979.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                             | Advanced Drainage Systems Inc                                                                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       3171 | NS      | $259926.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       5513 | NS      | $1959430.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SX003093  CDS EUR R F  1.00000 2 CCPCDX / Short: SX003093  CDS EUR P V 03MEVENT 1 CCPCDX                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   94850000 | OU      | $433958.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Instruments Corp                                 | National Instruments Corp                                                                                           | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       2125 | NS      | $78412.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext N.V.                                             | CAC40 10 EURO FUT JAN23                                                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         97 | NC      | $-272906.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       2123 | NS      | $299109.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE JAN23                                                                                             | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        244 | NC      | $-242267.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Food Group PLC                                     | Hilton Food Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |        720 | NS      | $4819.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       2167 | NS      | $97471.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrexpo PLC                                              | Ferrexpo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |       6890 | NS      | $13014.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |       8007 | NS      | $49534.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED MXN / SOLD USD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $56591.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       1893 | NS      | $240145.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |         23 | NS      | $1751.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      11696 | NS      | $482927.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       1600 | NS      | $141584.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      10890 | NS      | $198198.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        791 | NC      | $-297631.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      26193 | NS      | $3048603.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                           | PerkinElmer Inc                                                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       1077 | NS      | $151016.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                               | Ashland Inc                                                                                                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       1130 | NS      | $121508.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP PLC                                              | RS GROUP PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |      10133 | NS      | $109103.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molten Ventures PLC                                       | Molten Ventures PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800IPCR3SAYJWSW10 | Long             | EC               | CORP              | GB        |       1391 | NS      | $5945.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       4553 | NS      | $575317.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                     | LME NICKEL FUTURE JAN23                                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          4 | NC      | $119987.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       4828 | NS      | $404827.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       3554 | NS      | $316803.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                                                                                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       9215 | NS      | $249450.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                               | Rohto Pharmaceutical Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        400 | NS      | $7026.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     127719 | NS      | $344185.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       3861 | NS      | $153647.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                  | MarketAxess Holdings Inc                                                                                            | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        311 | NS      | $86734.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redrow PLC                                                | Redrow PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138008WJZBBA7EYEL28 | Long             | EC               | CORP              | GB        |       3177 | NS      | $17409.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                                    | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       9441 | NS      | $69723.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |        400 | NS      | $12608.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                                                         | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      12288 | NS      | $1375027.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                                                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      24921 | NS      | $205425.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      60645 | NS      | $9800838.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Georgia Group PLC                                 | Bank of Georgia Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |        316 | NS      | $9883.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |          8 | NS      | $1799.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                              | Gaztransport Et Technigaz SA                                                                                        | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |        209 | NS      | $22336.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                                                       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        883 | NS      | $124405.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                            | Kakaku.com Inc                                                                                                      | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |        400 | NS      | $6418.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                  | Asahi Group Holdings Ltd                                                                                            | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |        798 | NS      | $24839.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                  | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       2913 | NS      | $186089.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp                                        | Tokyo Century Corp                                                                                                  | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |        200 | NS      | $6741.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                                     | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       1917 | NS      | $100853.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         14 | NC      | $6930.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |         21 | NS      | $1060.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                                                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        631 | NS      | $194512.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hakuhodo DY Holdings Inc                                  | Hakuhodo DY Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1000 | NS      | $10036.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |        788 | NS      | $13858.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $28502.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJ Bell PLC                                               | AJ Bell PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |       2015 | NS      | $8816.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       3004 | NS      | $135330.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle PLC                                           | Tate & Lyle PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |       6670 | NS      | $57143.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-95375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                              | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       4990 | NS      | $515170.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calbee Inc                                                | Calbee Inc                                                                                                          | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |        200 | NS      | $4544.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichirei Corp                                             | Nichirei Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |        200 | NS      | $4370.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                                                 | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       5409 | NS      | $280606.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                     | Tokyo Tatemono Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |        400 | NS      | $4842.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       1800 | NS      | $31747.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR DEC24                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -80 | NC      | $55043.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                                                         | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |       6285 | NS      | $34896.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                                                          | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |        240 | NS      | $44167.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SX003094  CDS EUR R F  5.00000 2 CCPCDX / Short: SX003094  CDS EUR P V 03MEVENT 1 CCPCDX                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   14200000 | OU      | $147051.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-86380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      12465 | NS      | $6864350.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      14852 | NS      | $6779938.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HSCEI FUTURES JAN23                                                                                                 | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         50 | NC      | $857.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                                                                   | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1521 | NS      | $133239.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                            | FTSE/JSE TOP 40 MAR23                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |        123 | NC      | $-192851.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        345 | NS      | $114288.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110505  TRS USD R E JPGSGLHN INDEX / Short: ES110505  TRS USD P V 01MSOFR US0001M - 4 BPS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   34177704 | OU      | $-328200.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       4718 | NS      | $78912.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                        | Aeroports de Paris                                                                                                  | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |          1 | NS      | $133.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                                                                   | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         12 | NS      | $788.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       2428 | NS      | $212085.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |       2258 | NS      | $44659.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | BANK ACCEPT FUTR  SEP23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -77 | NC      | $38307.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       5481 | NS      | $313458.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       3797 | NS      | $177205.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watches of Switzerland Group PLC                          | Watches of Switzerland Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |          9 | NS      | $87.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                                | FTSE/MIB IDX FUT MAR23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         46 | NC      | $-4345.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       6334 | NS      | $262670.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       4025 | NS      | $160074.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME NICKEL FUTURE FEB23                                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          6 | NC      | $-51786.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       5113 | NS      | $479394.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      26458 | NS      | $3426840.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       2423 | NS      | $152115.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       1659 | NS      | $198947.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                           | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       3328 | NS      | $395707.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                                                                     | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |       1200 | NS      | $47419.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                           | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       9405 | NS      | $265134.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ito En Ltd                                                | Ito En Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $3639.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      18309 | NS      | $1561757.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc                                          | MISUMI Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |        300 | NS      | $6520.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                           | Inmobiliaria Colonial Socimi SA                                                                                     | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | EC               |  | ES        |       3690 | NS      | $23734.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart Inc                                              | ABC-Mart Inc                                                                                                        | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |        100 | NS      | $5653.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp                                                | Lixil Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |        492 | NS      | $7417.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       8920 | NS      | $445821.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp                                                                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       2925 | NS      | $182812.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio                                                   | Covivio                                                                                                             | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |        311 | NS      | $18460.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | DAX INDEX FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         34 | NC      | $-506872.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                                                            | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       7754 | NS      | $167761.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JCR Pharmaceuticals Co Ltd                                | JCR Pharmaceuticals Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $6369.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES108564  TRS USD R V 01MSOFR US0001M -11 BPS / Short: ES108564  TRS USD P E NDDUWI INDEX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    9195020 | OU      | $115097.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                  | Renesas Electronics Corp                                                                                            | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       7050 | NS      | $62309.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTN Corp                                                  | NTN Corp                                                                                                            | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |       3800 | NS      | $7529.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                                                | Arcadis NV                                                                                                          | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |        262 | NS      | $10315.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        879 | NS      | $151355.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |        544 | NS      | $31139.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        504 | NS      | $115158.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       7335 | NS      | $331762.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemring Group PLC                                        | Chemring Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |       3654 | NS      | $13107.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDM Group Holdings PLC                                    | FDM Group Holdings PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800YR62D7GUZLMZ71 | Long             | EC               | CORP              | GB        |        622 | NS      | $5632.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                                    | TUI AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |      11183 | NS      | $17932.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                           | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      17849 | NS      | $5821986.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                                                                                        | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       4451 | NS      | $166289.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       1585 | NS      | $349651.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                               | Rational AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |         35 | NS      | $20783.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park24 Co Ltd                                             | Park24 Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |        300 | NS      | $5131.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       1997 | NS      | $63800.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |         84 | NS      | $1000.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CZK / SOLD USD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $32636.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         13 | NS      | $2053.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                                                        | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       5007 | NS      | $273061.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                        | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      85996 | NS      | $1003873.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       5186 | NS      | $1286698.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                             | Sumitomo Heavy Industries Ltd                                                                                       | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |        200 | NS      | $3992.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc                                                  | Coty Inc                                                                                                            | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      20088 | NS      | $171953.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |         28 | NS      | $1963.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |       2573 | NS      | $14378.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micro Focus International PLC                             | Micro Focus International PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800F8E4X648142844 | Long             | EC               | CORP              | GB        |       6091 | NS      | $39018.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co Holdings Inc                      | Tokyo Electric Power Co Holdings Inc                                                                                | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |       6800 | NS      | $24489.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                 | Kawasaki Kisen Kaisha Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       1600 | NS      | $33881.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita Inc                                                                                                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       1531 | NS      | $114319.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         11 | NC      | $4180.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Instruments PLC                                    | Oxford Instruments PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |        364 | NS      | $9945.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                       | SVB Financial Group                                                                                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        529 | NS      | $121744.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       3193 | NS      | $140076.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darktrace PLC                                             | Darktrace PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800PC5S5P9CSNFC89 | Long             | EC               | CORP              | GB        |       7145 | NS      | $22413.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                                        | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        795 | NS      | $83681.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      14780 | NS      | $516856.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                 | Qorvo Inc                                                                                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       1340 | NS      | $121457.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                             | Celanese Corp                                                                                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       1258 | NS      | $128617.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |         12 | NS      | $1508.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                                                         | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       6637 | NS      | $119399.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                                                      | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       2963 | NS      | $84781.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        772 | NS      | $86518.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                                                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       1381 | NS      | $205617.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        565 | NS      | $157420.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Holdings Inc                           | Nomura Real Estate Holdings Inc                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1000 | NS      | $21382.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                | Casey's General Stores Inc                                                                                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |          3 | NS      | $673.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      17798 | NS      | $540525.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group PLC                            | Intermediate Capital Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |      11510 | NS      | $158920.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                                                       | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       1620 | NS      | $108706.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      15434 | NS      | $153137.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       2827 | NS      | $114967.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       3780 | NS      | $110451.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co Ltd                                                | USS Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |       1300 | NS      | $20627.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      16178 | NS      | $699374.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welcia Holdings Co Ltd                                    | Welcia Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        900 | NS      | $20979.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME PRI ALUM FUTR JAN23                                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -26 | NC      | $-9940.58      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       2586 | NS      | $340860.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeol Ltd                                                  | Jeol Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $2689.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       5710 | NS      | $143227.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       2000 | NS      | $100632.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                               | COPPER FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          4 | NC      | $-5656.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |      18480 | NS      | $176538.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                               | Merlin Properties Socimi SA                                                                                         | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |       2202 | NS      | $20652.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |        800 | NS      | $16892.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5401 | NS      | $2439199.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                                 | FleetCor Technologies Inc                                                                                           | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        723 | NS      | $132800.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      51873 | NS      | $4031569.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                                                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        293 | NS      | $90920.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                                                           | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |       7048 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       5632 | NS      | $242344.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       2409 | NS      | $168800.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      10496 | NS      | $616954.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| House Foods Group Inc                                     | House Foods Group Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $6324.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen Beheer BV                                           | Alfen Beheer BV                                                                                                     | CUSIP: 000000000<br>LEI: 724500HDW6IWR9J5YT90 | Long             | EC               | CORP              | NL        |          2 | NS      | $181.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |         15 | NS      | $1039.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       5722 | NS      | $370613.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     135894 | NS      | $1916105.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                        | Enphase Energy Inc                                                                                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |          8 | NS      | $2119.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       9674 | NS      | $237690.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      45903 | NS      | $8292835.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR JUN23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -90 | NC      | $105254.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR DEC23                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -132 | NC      | $49036.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      38468 | NS      | $6355682.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                | Dai Nippon Printing Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |        900 | NS      | $18080.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Britvic PLC                                               | Britvic PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400L3NVMYD4BVCI53 | Long             | EC               | CORP              | GB        |       7432 | NS      | $69241.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IntegraFin Holdings PLC                                   | IntegraFin Holdings PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |       1350 | NS      | $4932.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       2536 | NS      | $324021.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                  | Manhattan Associates Inc                                                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |          4 | NS      | $485.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J D Wetherspoon PLC                                       | J D Wetherspoon PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |       1073 | NS      | $5732.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       4474 | NS      | $318638.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       3030 | NS      | $248490.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                                                          | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |         18 | NS      | $288.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                             | Lincoln Electric Holdings Inc                                                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        933 | NS      | $134809.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |       2591 | NS      | $86458.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     328513 | NS      | $28984701.99   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                                                           | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |        122 | NS      | $11395.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                     | Boston Properties Inc                                                                                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       1706 | NS      | $115291.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                                                            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        775 | NS      | $192285.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      19658 | NS      | $102614.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co Ltd                                              | Nexon Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |        700 | NS      | $15715.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME NICKEL FUTURE JAN23                                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -4 | NC      | $34499.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       2349 | NS      | $244483.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                              | Santen Pharmaceutical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |        579 | NS      | $4717.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia SE                                               | Faurecia SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |       3593 | NS      | $54381.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       4921 | NS      | $345700.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        200 | NS      | $20476.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Logistics Corp                                 | Mitsubishi Logistics Corp                                                                                           | CUSIP: 000000000<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |        100 | NS      | $2293.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                 | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |          9 | NS      | $623.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                    | TechnoPro Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |        100 | NS      | $2662.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      67018 | NS      | $13923659.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                                                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      10571 | NS      | $168713.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                                                         | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       1110 | NS      | $49252.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       2975 | NS      | $212444.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Oyj                                         | Metso Outotec Oyj                                                                                                   | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |       4760 | NS      | $49015.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES107545  TRS USD R E JPGSMARB INDEX / Short: ES107545  TRS USD P V 01MSOFR US0001M + 78 BPS                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  144254541 | OU      | $970767.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                             | Ibiden Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |        900 | NS      | $32456.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       1366 | NS      | $130696.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co Ltd                                           | Kamigumi Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        600 | NS      | $12214.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       2852 | NS      | $90750.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                                                         | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      24711 | NS      | $184338.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                                                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       1011 | NS      | $82335.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                                                           | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       1325 | NS      | $28678.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Denko KK                                            | Showa Denko KK                                                                                                      | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |        600 | NS      | $9124.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG                                                                                   | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |      19024 | NS      | $46723.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      91157 | NS      | $4217834.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       2296 | NS      | $292740.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascential PLC                                             | Ascential PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800VDXQDA7KD2IQ21 | Long             | EC               | CORP              | GB        |       4867 | NS      | $11862.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        801 | NS      | $26122.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       2763 | NS      | $256544.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobu Railway Co Ltd                                       | Tobu Railway Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $6997.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      11376 | NS      | $5835546.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      34950 | NS      | $3162975.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |        600 | NS      | $11747.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | CATTLE FEEDER FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -12 | NC      | $-16687.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                                                                                   | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |       2277 | NS      | $64936.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                               | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       2254 | NS      | $356199.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       1323 | NS      | $139166.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       2374 | NS      | $182703.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                                                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       1308 | NS      | $139759.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | LIVE CATTLE FUTR FEB23                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         71 | NC      | $59995.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                                                           | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |          4 | NS      | $548.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       8107 | NS      | $130744.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                                                         | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        836 | NS      | $53315.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                           | Serco Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |      34069 | NS      | $64005.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        752 | NS      | $208243.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |       6403 | NS      | $63261.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       2914 | NS      | $294517.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fancl Corp                                                | Fancl Corp                                                                                                          | CUSIP: 000000000<br>LEI: 3538004V8SS9O9BA8I42 | Long             | EC               | CORP              | JP        |        200 | NS      | $4071.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                            | SSR Mining Inc                                                                                                      | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |       4646 | NS      | $72802.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      23133 | NS      | $1452130.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |       1228 | NS      | $64195.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -12 | NC      | $-94320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies Inc                                                                                             | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       2560 | NS      | $215808.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                               | SILVER FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         23 | NC      | $97691.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -52 | NC      | $-38534.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       2459 | NS      | $190744.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                    | OCI NV                                                                                                              | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |       2607 | NS      | $93206.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baltic Classifieds Group PLC                              | Baltic Classifieds Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | GB        |          3 | NS      | $5.11          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      24085 | NS      | $4798695.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          5 | NC      | $12.50         | 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        |        425 | NS      | $120606.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd                                    | Sumitomo Pharma Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |        974 | NS      | $7382.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR SEP24                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -52 | NC      | $-20399.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       8599 | NS      | $237745.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centamin PLC                                              | Centamin PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800PDI9G7OUKLPV84 | Long             | EC               | CORP              | JE        |      13525 | NS      | $18482.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                                                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       8086 | NS      | $121671.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                            | Armstrong World Industries Inc                                                                                      | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       1042 | NS      | $71470.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outsourcing Inc                                           | Outsourcing Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800Y1XELZ246TNZ48 | Long             | EC               | CORP              | JP        |        900 | NS      | $6450.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      18533 | NS      | $3101126.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                                                         | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      30711 | NS      | $1518044.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |          5 | NS      | $1141.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                                                            | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       2100 | NS      | $83370.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES109507  TRS USD R V 01MSOFR  SOFRRATE -19 BPS / Short: ES109507  TRS USD P E MSCI WORLD DAILY NET RTN INDEX | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   27787237 | OU      | $347822.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                                | Currys PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |       4758 | NS      | $3075.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | BRENT CRUDE FUTR MAR23                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -23 | NC      | $-171873.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       3423 | NS      | $611279.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                          | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       1118 | NS      | $56272.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        600 | NS      | $4510.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                                   | Tokyo Ohka Kogyo Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $4519.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | CBOE VOLATILITY INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1340 | NC      | $308870.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     190651 | NS      | $45721922.82   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                              | WTI CRUDE FUTURE FEB23                                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -48 | NC      | $-394632.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      16000 | NS      | $59287.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       5041 | NS      | $1484019.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |        474 | NS      | $29510.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                            | A O Smith Corp                                                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       3039 | NS      | $173952.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                                                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        482 | NS      | $101653.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       1761 | NS      | $129433.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                       | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      14120 | NS      | $375041.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       2394 | NS      | $149026.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      17558 | NS      | $4464999.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                       | Johnson Matthey PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |       1245 | NS      | $31818.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      22231 | NS      | $4709859.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Fallen Angel High Yield Bond ETF                   | VanEck Fallen Angel High Yield Bond ETF                                                                             | CUSIP: 92189F437<br>LEI: 549300A6A1N73WLV0K30 | Long             | EC               | RF                | US        |     456557 | NS      | $12336170.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tullow Oil PLC                                            | Tullow Oil PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |      16189 | NS      | $7243.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        470 | NS      | $239195.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       4168 | NS      | $589521.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        620 | NS      | $79304.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group Inc                             | Yamaguchi Financial Group Inc                                                                                       | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |        700 | NS      | $4566.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                                                  | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       1650 | NS      | $338068.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                                                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |          9 | NS      | $1452.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      27662 | NS      | $2837844.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       3304 | NS      | $321743.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       3757 | NS      | $236653.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                                                          | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |       2300 | NS      | $51941.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corp                                               | Rinnai Corp                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        200 | NS      | $14883.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |          7 | NS      | $1802.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                               | Moderna Inc                                                                                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       2862 | NS      | $514072.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        570 | NS      | $31249.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                              | DS Smith PLC                                                                                                        | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |      23869 | NS      | $92072.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                           | Federal Realty Investment Trust                                                                                     | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |        640 | NS      | $64665.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                                                      | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        384 | NS      | $76445.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       4732 | NS      | $53432.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |      10688 | NS      | $24896.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        779 | NS      | $130942.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group Inc                                                                                          | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       9100 | NS      | $40211.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                            | Kuraray Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |       1000 | NS      | $8003.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       3098 | NS      | $146225.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD GBP                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $18895.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        231 | NS      | $320685.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                                                                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       1532 | NS      | $75313.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       2804 | NS      | $649827.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M3 Inc                                                    | M3 Inc                                                                                                              | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |       1200 | NS      | $32595.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                     | AECOM                                                                                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |          7 | NS      | $594.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR SEP23                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -152 | NC      | $116722.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       1652 | NS      | $149225.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      90369 | NS      | $13206525.66   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                          | Dentsu Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |        409 | NS      | $12830.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       1223 | NS      | $98096.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE MAR23                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -28 | NC      | $37230.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      67203 | NS      | $12062266.47   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD EUR                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-168761.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                                                                  | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       5680 | NS      | $363520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110878  TRS USD R E NDUGWI INDEX / Short: ES110878  TRS USD P V 01MSOFR US0001M +11 BPS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   22444679 | OU      | $-602964.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $8492.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       1094 | NS      | $368163.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      12777 | NS      | $222575.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         33 | NC      | $-93260.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                     | LME ZINC FUTURE JAN23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         25 | NC      | $-112489.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                     | LME LEAD FUTURE JAN23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         35 | NC      | $138917.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        251 | NC      | $-1006957.34   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                        | Sumitomo Mitsui Trust Holdings Inc                                                                                  | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       2000 | NS      | $69791.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                                                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      27522 | NS      | $2865865.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      12621 | NS      | $351564.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       1300 | NS      | $24768.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      19729 | NS      | $3095085.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                             | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      31290 | NS      | $540792.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       3920 | NS      | $441000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuit Group PLC                                          | Genuit Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |       1570 | NS      | $5333.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rotork PLC                                                | Rotork PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |       4157 | NS      | $15448.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange, LLC                                | CBOE VIX FUTURE MAR23                                                                                               | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -134 | NC      | $-33560.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Seven Bank Ltd                                            | Seven Bank Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |       1600 | NS      | $3190.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                    | Safestore Holdings PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |       3651 | NS      | $41633.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                                                         | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |          6 | NS      | $1408.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | 90-DAY BANK BILL MAR23                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         40 | NC      | $-9102.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR JUN24                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -83 | NC      | $96138.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                                              | Amada Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |       1000 | NS      | $7787.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       1195 | NS      | $395951.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       2258 | NS      | $57964.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | COFFEE 'C' FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -30 | NC      | $-34153.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                                                                | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        377 | NS      | $63936.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                | Freenet AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |       1665 | NS      | $36204.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd                           | Mitsui Mining & Smelting Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |        200 | NS      | $4680.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                                          | Shimamura Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        104 | NS      | $10364.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       3901 | NS      | $3292561.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cofinimmo SA                                              | Cofinimmo SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               |  | BE        |        393 | NS      | $35193.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      24926 | NS      | $1808879.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                               | Tokyu Fudosan Holdings Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2000 | NS      | $9484.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      54626 | NS      | $5090596.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR  DEC23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -84 | NC      | $140255.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                                  | IHI Corp                                                                                                            | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |        800 | NS      | $23174.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                                                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       1320 | NS      | $179044.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PLC                           | Direct Line Insurance Group PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |      22816 | NS      | $60813.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                       | Worldline SA/France                                                                                                 | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |       5441 | NS      | $213082.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      12098 | NS      | $2446215.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                   | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |         14 | NS      | $368.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR23                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -156 | NC      | $74089.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      66547 | NS      | $5781603.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tadano Ltd                                                | Tadano Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $2070.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |        600 | NS      | $20431.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         70 | NC      | $-198981.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       2700 | NS      | $40878.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                                                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        955 | NS      | $136087.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          1 | NC      | $2.50          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      20567 | NS      | $3065305.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        331 | NS      | $111262.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       1348 | NS      | $223067.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                                                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       3112 | NS      | $261159.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |       1681 | NS      | $48960.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |          6 | NS      | $651.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                              | HUGO BOSS AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |       1012 | NS      | $58503.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp                                                 | SCSK Corp                                                                                                           | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |        886 | NS      | $13411.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                 | Reply SpA                                                                                                           | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |        172 | NS      | $19731.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES103752  TRS USD R V 01MSOFR US0001M - 5 BPS / Short: ES103752  TRS USD P E NDDUWI INDEX                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   33941512 | OU      | $424857.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                                                                 | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       1606 | NS      | $24420.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     165900 | NS      | $10552899.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International Inc                                                                                       | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       1465 | NS      | $108160.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                        | BOK Financial Corp                                                                                                  | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |          2 | NS      | $207.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                                               | Beazley PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |       4072 | NS      | $33302.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |        600 | NS      | $39571.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       2419 | NS      | $677779.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuoka Financial Group Inc                               | Fukuoka Financial Group Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $11358.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corp                                      | Taiheiyo Cement Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        619 | NS      | $9626.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME PRI ALUM FUTR FEB23                                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -12 | NC      | $-234.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dr Martens PLC                                            | Dr Martens PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |       4274 | NS      | $9699.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |       6100 | NS      | $124242.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -24 | NC      | $-92640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |       1800 | NS      | $22819.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-31460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      25000 | NS      | $2474250.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                             | Sanrio Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |        100 | NS      | $3612.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     132126 | NS      | $14573497.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                                           | Mitie Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |       6859 | NS      | $6148.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co Ltd/Japan                                   | Morinaga & Co Ltd/Japan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        200 | NS      | $5967.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings Inc                                   | Pola Orbis Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |        200 | NS      | $2814.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |        700 | NS      | $9756.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |         13 | NS      | $1845.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          9 | NC      | $22.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                                                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       5052 | NS      | $133271.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        854 | NS      | $102292.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       7193 | NS      | $455532.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co Ltd                                    | Yamada Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |       4400 | NS      | $15618.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          5 | NC      | $12.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                                                                                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       7597 | NS      | $121931.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                                                                    | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        274 | NS      | $38952.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME LEAD FUTURE FEB23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         24 | NC      | $62236.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crest Nicholson Holdings plc                              | Crest Nicholson Holdings plc                                                                                        | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |       4421 | NS      | $12585.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      14944 | NS      | $167993.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                                                       | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       2010 | NS      | $58138.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       2677 | NS      | $59151.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                   | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       1537 | NS      | $160824.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                   | A2A SpA                                                                                                             | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |      38072 | NS      | $50759.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       1594 | NS      | $220498.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                      | Alaska Air Group Inc                                                                                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       2353 | NS      | $101037.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Internet Initiative Japan Inc                             | Internet Initiative Japan Inc                                                                                       | CUSIP: 000000000<br>LEI: 529900EOCJNAPUHDFR78 | Long             | EC               | CORP              | JP        |        200 | NS      | $3705.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                                                             | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |       1700 | NS      | $31575.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-45100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DMG Mori Co Ltd                                           | DMG Mori Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |        600 | NS      | $7945.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                   | Sega Sammy Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |        800 | NS      | $12079.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro Inc/Japan                                                                                               | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        300 | NS      | $14030.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange, LLC                                | CBOE VIX FUTURE FEB23                                                                                               | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -133 | NC      | $397184.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       1912 | NS      | $182232.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J Front Retailing Co Ltd                                  | J Front Retailing Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3518 | NS      | $31926.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                                    | Persol Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |        300 | NS      | $6380.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -39 | NC      | $2470.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                            | Isetan Mitsukoshi Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |       6900 | NS      | $75021.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansan Inc                                                | Sansan Inc                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        800 | NS      | $7707.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | CBOE VOLATILITY INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1330 | NC      | $161595.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                                                    | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       1700 | NS      | $12101.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      39957 | NS      | $58946.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |       2200 | NS      | $108493.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      48853 | NS      | $3888698.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                                                    | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |        500 | NS      | $28797.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      10716 | NS      | $153303.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       1582 | NS      | $29481.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       2881 | NS      | $231401.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                  | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       6902 | NS      | $62150.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                                                           | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      10586 | NS      | $168497.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares 5-10 Year Investment Grade Corporate Bond ETF     | iShares 5-10 Year Investment Grade Corporate Bond ETF                                                               | CUSIP: 464288638<br>LEI: 549300ZJOCMXQZ0RKQ84 | Long             | EC               | RF                | US        |    2584305 | NS      | $127948940.55  | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |        700 | NS      | $16641.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Games Workshop Group PLC                                  | Games Workshop Group PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |        227 | NS      | $23431.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      51071 | NS      | $15775831.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hill & Smith PLC                                          | Hill & Smith PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |          2 | NS      | $28.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSP Group Plc                                             | SSP Group Plc                                                                                                       | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |       7264 | NS      | $19896.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Corp                                               | Markel Corp                                                                                                         | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        132 | NS      | $173908.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          4 | NC      | $1360.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS CAYMAN COMMODITY ART LTD                               | GS CAYMAN COMMODITY ART LTD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |     794593 | NS      | $131505172.95  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |        100 | NS      | $7919.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | SOYBEAN FUTURE MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         56 | NC      | $136311.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        653 | NS      | $151215.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       2000 | NS      | $62603.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                               | Kurita Water Industries Ltd                                                                                         | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |        100 | NS      | $4130.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD PHP                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-135941.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3228 | NS      | $2032510.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                       | Fresenius Medical Care AG & Co KGaA                                                                                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       1835 | NS      | $59935.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | NASDAQ 100 E-MINI MAR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -12 | NC      | $39877.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bytes Technology Group PLC                                | Bytes Technology Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |       3099 | NS      | $14499.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        967 | NS      | $155338.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QinetiQ Group PLC                                         | QinetiQ Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |      18407 | NS      | $79153.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                     | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       3912 | NS      | $529369.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp                                                                                                   | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |       5522 | NS      | $116955.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                  | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      62354 | NS      | $193001.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                                                           | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       3200 | NS      | $51221.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund            | Goldman Sachs Financial Square Government Fund                                                                      | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 1818219578 | NS      | $1818219578.15 | 52.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                      | Juniper Networks Inc                                                                                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       2379 | NS      | $76032.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SX003101  CDS USD R F  5.00000 2 CCPCDX / Short: SX003101  CDS USD P V 03MEVENT 1 CCPCDX                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |   16250000 | OU      | $105672.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp                                            | Dexerials Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        400 | NS      | $7685.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                           | OGE Energy Corp                                                                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |         13 | NS      | $514.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      15699 | NS      | $149600.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE MAR23                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -32 | NC      | $80051.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         61 | NC      | $-70472.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                           | SPDR Blackstone Senior Loan ETF                                                                                     | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |     835814 | NS      | $34184792.60   | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                                                              | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       3969 | NS      | $110861.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO internet group Inc                                    | GMO internet group Inc                                                                                              | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |        400 | NS      | $7471.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         13 | NS      | $1892.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      29535 | NS      | $10270205.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                                                           | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |        386 | NS      | $34718.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         45 | NC      | $-255727.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      16952 | NS      | $2186638.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      24058 | NS      | $442907.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |       6267 | NS      | $32929.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                            | MSA Safety Inc                                                                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        284 | NS      | $40949.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                                                    | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       3276 | NS      | $644462.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                                                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       6825 | NS      | $229797.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aedifica SA                                               | Aedifica SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |        357 | NS      | $29048.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        832 | NS      | $465196.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Plus PLC                                          | Telecom Plus PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |        893 | NS      | $23638.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer PLC                                             | Synthomer PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |       6288 | NS      | $10961.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Corp                                             | NTT Data Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |       1285 | NS      | $18725.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       3992 | NS      | $33588.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                      | Fuji Electric Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |        500 | NS      | $18869.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     241944 | NS      | $8013185.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       4027 | NS      | $75174.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corp                                         | JGC Holdings Corp                                                                                                   | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |       4000 | NS      | $50703.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 4imprint Group PLC                                        | 4imprint Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |          1 | NS      | $51.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc                                    | Pets at Home Group Plc                                                                                              | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |       3418 | NS      | $11718.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                         | DXC Technology Co                                                                                                   | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       4274 | NS      | $113261.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                                                                  | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      13729 | NS      | $144419.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      26000 | NS      | $39510.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                         | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       5505 | NS      | $487384.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                              | Nippon Paint Holdings Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |       1200 | NS      | $9424.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                                                            | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       2500 | NS      | $81333.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                       | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       6276 | NS      | $778535.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                  | Essex Property Trust Inc                                                                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       2489 | NS      | $527468.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       2898 | NS      | $132003.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT JAN23                                                                                             | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         30 | NC      | $25858.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      40141 | NS      | $570417.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       6574 | NS      | $809785.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | LEAN HOGS FUTURE FEB23                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -1 | NC      | $-2537.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       4700 | NS      | $50503.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                                                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       4076 | NS      | $231313.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                 | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      49050 | NS      | $975926.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                                                               | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      20500 | NS      | $728432.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                               | easyJet PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |       6585 | NS      | $25830.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                              | Inchcape PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |       2747 | NS      | $27121.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      31628 | NS      | $9990020.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Express Group PLC                                | National Express Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | EC               | CORP              | GB        |       3883 | NS      | $6088.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                             | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       4733 | NS      | $121611.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110988  TRS GBP R V 01MSONIA SONIO/N +17 BPS / Short: ES110988  TRS GBP P E TUKXG   INDEX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    8952020 | OU      | $-45772.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                       | Kansai Paint Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |        300 | NS      | $3671.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       9652 | NS      | $60106.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       1047 | NS      | $117138.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |        356 | NS      | $18610.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       1800 | NS      | $44978.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       4128 | NS      | $290545.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES110910  TRS USD R E AMZX   INDEX / Short: ES110910  TRS USD P V 01MSOFR US0001M +52 BPS                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    6407160 | OU      | $84376.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                                | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       6903 | NS      | $93125.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |       4000 | NS      | $47291.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Tech Co Ltd                                            | TS Tech Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        400 | NS      | $4574.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | SUGAR 11 (WORLD) MAR23                                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        146 | NC      | $31881.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -98 | NC      | $135627.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       4441 | NS      | $101294.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       1380 | NS      | $86843.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       3798 | NS      | $146982.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |        543 | NS      | $7826.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                                                          | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       3473 | NS      | $209182.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                   | IMI PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |       1428 | NS      | $22302.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                                                                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       1644 | NS      | $93888.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                      | Vornado Realty Trust                                                                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       7015 | NS      | $145982.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                       | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      13608 | NS      | $391247.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                                | Mattel Inc                                                                                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |         42 | NS      | $749.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Money UK PLC                                       | Virgin Money UK PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | EC               | CORP              | GB        |       7275 | NS      | $15998.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       2816 | NS      | $113344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wienerberger AG                                           | Wienerberger AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |        578 | NS      | $13932.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                          | Vistry Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |       3543 | NS      | $26685.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      14130 | NS      | $1551332.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $18803.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | CBOE VOLATILITY INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1120 | NC      | $33040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       2854 | NS      | $228838.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Energy PLC                                      | Capricorn Energy PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |       2083 | NS      | $6592.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       1311 | NS      | $227065.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-12.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                                                 | Nexans SA                                                                                                           | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |        542 | NS      | $49055.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       7190 | NS      | $236263.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                                | SUMCO Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |       3436 | NS      | $45522.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      17812 | NS      | $207153.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | WHEAT FUTURE(CBT) MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -60 | NC      | $47913.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       1019 | NS      | $37550.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                           | Masterbrand Inc                                                                                                     | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       1644 | NS      | $12412.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange, LLC                                | CBOE VIX FUTURE JAN23                                                                                               | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -112 | NC      | $841776.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                         | MP Materials Corp                                                                                                   | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         21 | NS      | $509.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabtesco Corp                                             | Nabtesco Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |        162 | NS      | $4109.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Ltd                                                | Teijin Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |        333 | NS      | $3245.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                           | Match Group Inc                                                                                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       2009 | NS      | $83353.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                                                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        469 | NS      | $131465.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      17893 | NS      | $46930.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                                                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        293 | NS      | $101495.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       3369 | NS      | $980379.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airport Terminal Co Ltd                             | Japan Airport Terminal Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |        100 | NS      | $4931.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                     | IG Group Holdings PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |       7358 | NS      | $69329.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |         32 | NS      | $382.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR  SEP23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -79 | NC      | $95681.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co Ltd                                      | Credit Saison Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |        329 | NS      | $4242.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME LEAD FUTURE JAN23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -35 | NC      | $-168632.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                                            | Kobe Steel Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |       2000 | NS      | $9700.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110881  TRS USD R V 01MSOFR  US0001M -5 BPS / Short: ES110881  TRS USD P E MSCI WORLD DAILY INDEX           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   16659403 | OU      | $208531.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                               | Pigeon Corp                                                                                                         | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |        200 | NS      | $3277.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                       | Asahi Intecc Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |        300 | NS      | $4893.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     155029 | NS      | $2802924.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD IDR                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-42699.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR JUN23                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -173 | NC      | $111634.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                    | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       3949 | NS      | $93349.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                                                        | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       6060 | NS      | $52266.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                         | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       5282 | NS      | $87713.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       2136 | NS      | $78049.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renishaw PLC                                              | Renishaw PLC                                                                                                        | CUSIP: 000000000<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |        260 | NS      | $11535.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp                                                                                      | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |       4500 | NS      | $23296.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        374 | NS      | $40227.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      11380 | NS      | $432440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      11192 | NS      | $4345517.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Spark Plug Co Ltd                                     | NGK Spark Plug Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |        602 | NS      | $11032.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Real Estate ETF                                  | Vanguard Real Estate ETF                                                                                            | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Long             | EC               | RF                | US        |     223600 | NS      | $18442528.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES108790  TRS EUR R V 01MESTRO EUR001M + 18 BPS / Short: ES108790  TRS EUR P E SXXGT INDEX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |   26024744 | OU      | $264381.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                                                                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |        610 | NS      | $98527.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |        554 | NS      | $29522.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                                                        | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        224 | NS      | $89871.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       5000 | NS      | $201162.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouse Reit PLC                                        | Warehouse Reit PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800BQUD83TYQCWN28 | Long             | EC               |  | GB        |       9721 | NS      | $12292.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                                                          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       3646 | NS      | $247381.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       2319 | NS      | $131730.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | 90-DAY BANK BILL JUN23                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -36 | NC      | $1595.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co                                                                                                   | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |          1 | NS      | $248.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-2.50         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      14728 | NS      | $3495396.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       1405 | NS      | $159102.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |       3111 | NS      | $52609.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings Inc                             | Nihon M&A Center Holdings Inc                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        700 | NS      | $8613.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       3119 | NS      | $108010.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD INR                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-10977.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp                                               | Sojitz Corp                                                                                                         | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |        500 | NS      | $9526.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      16339 | NS      | $685257.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       4197 | NS      | $351666.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       5089 | NS      | $237554.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Group PLC                                  | Domino's Pizza Group PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |       7486 | NS      | $26553.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |        263 | NS      | $36800.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |        700 | NS      | $22419.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      11367 | NS      | $4873714.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                               | Chubu Electric Power Co Inc                                                                                         | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |        900 | NS      | $9306.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      26921 | NS      | $4415851.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       7705 | NS      | $406097.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       3713 | NS      | $309144.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                                                                           | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       3981 | NS      | $133482.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      37145 | NS      | $2672211.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      32429 | NS      | $117396.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       3809 | NS      | $92604.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       7011 | NS      | $587802.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishimatsu Construction Co Ltd                            | Nishimatsu Construction Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $2972.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       1150 | NS      | $165036.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      11207 | NS      | $1154208.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                              | NY HARB ULSD FUT FEB23                                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          6 | NC      | $132222.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     106033 | NS      | $12760011.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinko Electric Industries Co Ltd                         | Shinko Electric Industries Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300627MZ4832XWF51 | Long             | EC               | CORP              | JP        |        600 | NS      | $15270.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     189761 | NS      | $9723353.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                                                           | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       1719 | NS      | $164643.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        554 | NS      | $113813.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                             | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      12632 | NS      | $125587.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | LOW SU GASOIL G FEB23                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          6 | NC      | $13237.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       1246 | NS      | $144623.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                                                                   | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        100 | NS      | $6502.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        338 | NS      | $42371.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1000 | NS      | $13865.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         15 | NS      | $1333.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadokawa Corp                                             | Kadokawa Corp                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $5480.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontrust Asset Management PLC                            | Liontrust Asset Management PLC                                                                                      | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |        576 | NS      | $7766.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co Ltd                           | Kobayashi Pharmaceutical Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900WBSL04KD6TKP95 | Long             | EC               | CORP              | JP        |        100 | NS      | $6854.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                          | Wacker Chemie AG                                                                                                    | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |        291 | NS      | $37084.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      13396 | NS      | $527802.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali SpA                                                                                          | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       7844 | NS      | $139485.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                                                        | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       3252 | NS      | $61653.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare Inc                                                                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       2284 | NS      | $754222.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      65456 | NS      | $5350373.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                                              | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       1403 | NS      | $110547.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                              | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      12750 | NS      | $95096.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       2951 | NS      | $124355.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       4146 | NS      | $140418.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -14 | NC      | $-60900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      56921 | NS      | $5744467.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | 90-DAY BANK BILL SEP23                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -46 | NC      | $10805.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                                                           | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |          2 | NS      | $203.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                                                           | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |       3246 | NS      | $79418.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alten SA                                                  | Alten SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |        224 | NS      | $28064.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keikyu Corp                                               | Keikyu Corp                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        700 | NS      | $7370.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                               | Diploma PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |        581 | NS      | $19531.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | CORN FUTURE MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          3 | NC      | $-662.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       2556 | NS      | $308125.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                             | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      16390 | NS      | $233056.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co Ltd                                      | Sugi Holdings Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |        200 | NS      | $8894.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-35460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Man Group PLC/Jersey                                      | Man Group PLC/Jersey                                                                                                | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |      27397 | NS      | $70488.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        525 | NS      | $95025.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown Inc                                                                                                   | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |         16 | NS      | $911.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       1040 | NS      | $102298.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                      | Nissan Chemical Corp                                                                                                | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |        200 | NS      | $8721.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                         | Nippon Steel Corp                                                                                                   | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |       2700 | NS      | $46848.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES101690  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+6BPS / Short: ES101690  TRS USD P E USNDDUWI.I          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |  133485488 | OU      | $1670882.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       4121 | NS      | $770091.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                                                        | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       3371 | NS      | $125251.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                        | Harbour Energy PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |       8611 | NS      | $31776.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                | Kojamo Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |        879 | NS      | $12999.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      17954 | NS      | $1890376.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                             | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      10579 | NS      | $3175181.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES102273  TRS USD R V 00MSOFR RESET M ON15TH/SOFRRATE-5BPS / Short: ES102273  TRS USD P E USNDDUWI.I          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  106870878 | OU      | $1337738.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | BANK ACCEPT FUTR JUN23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -106 | NC      | $97932.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Softcat PLC                                               | Softcat PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |       1833 | NS      | $26284.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                                                            | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |      19134 | NS      | $151042.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME ZINC FUTURE FEB23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         10 | NC      | $-74330.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |          5 | NS      | $1072.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock PLC                                               | Ibstock PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |       7559 | NS      | $14130.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                                | IBEX 35 INDX FUTR JAN23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         73 | NC      | $7250.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                           | MonotaRO Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        506 | NS      | $7127.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finablr PLC                                               | Finablr PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138005C7F6N115PM802 | Long             | EC               | CORP              | GB        |      16600 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       4619 | NS      | $626336.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       4070 | NC      | $-2344368.44   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                                         | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       5832 | NS      | $309894.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |       1900 | NS      | $40238.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                                                               | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       8566 | NS      | $148946.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Food & Life Cos Ltd                                       | Food & Life Cos Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |        800 | NS      | $15772.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       3411 | NS      | $461883.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR  MAR23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -107 | NC      | $95037.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                                         | Konami Group Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |        300 | NS      | $13608.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       3423 | NS      | $263126.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp                                                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      15828 | NS      | $2622857.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                       | TE Connectivity Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       6250 | NS      | $717500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura PLC                                                | Assura PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |      54896 | NS      | $36202.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trainline PLC                                             | Trainline PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |       2163 | NS      | $7180.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                                   | Tritax Big Box REIT PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               |  | GB        |      62025 | NS      | $103949.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                       | HeidelbergCement AG                                                                                                 | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       2647 | NS      | $149992.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       3300 | NS      | $139566.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      11039 | NS      | $568177.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | abrdn plc                                                                                                           | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |      18550 | NS      | $42152.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                    | Advance Auto Parts Inc                                                                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        556 | NS      | $81748.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMC Markets PLC                                           | CMC Markets PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |       2115 | NS      | $5727.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | COTTON NO.2 FUTR MAR23                                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -23 | NC      | $27937.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      17094 | NS      | $705127.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                               | GOLD 100 OZ FUTR FEB23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         33 | NC      | $101223.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      46016 | NS      | $2830444.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                        | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       3635 | NS      | $301814.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                                                                                | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |          1 | NS      | $1547.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                       | UNITE Group PLC/The                                                                                                 | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |         19 | NS      | $208.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       8848 | NS      | $853181.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                                                                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       1481 | NS      | $134963.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                                                            | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       1800 | NS      | $17836.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp                                                                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       2528 | NS      | $135020.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                               | Plus500 Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |       1409 | NS      | $30590.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                        | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       3470 | NS      | $580100.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR MAR24                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -86 | NC      | $118116.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      19708 | NS      | $2750054.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES100006  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+3BPS / Short: ES100006  TRS USD P E USNDDUWI.I          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   53196870 | OU      | $665882.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Savills PLC                                               | Savills PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |       1843 | NS      | $18356.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                         | Airtel Africa PLC                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |      22597 | NS      | $30449.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                              | Kyushu Electric Power Co Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |       2800 | NS      | $15826.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110886  TRS USD R E / Short: ES110886  TRS USD P F  1.00000                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |    7184561 | OU      | $25454.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $-3388.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IWG PLC                                                   | IWG PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |      11307 | NS      | $22591.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       1799 | NS      | $172811.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       2261 | NS      | $225392.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME ZINC FUTURE JAN23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -25 | NC      | $-59608.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       3409 | NS      | $134212.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      68864 | NS      | $131035.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                  | TOTO Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        200 | NS      | $6783.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       1254 | NS      | $147319.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       1614 | NS      | $59815.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         27 | NC      | $67.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       2203 | NS      | $115061.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       1122 | NS      | $143705.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments PLC                                  | Barratt Developments PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |       8436 | NS      | $40292.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                             | NCC Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |       1660 | NS      | $4013.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One PLC                                            | Ninety One PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |       2783 | NS      | $6221.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                             | Zoom Video Communications Inc                                                                                       | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      31808 | NS      | $2154673.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |        266 | NS      | $16962.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       1911 | NS      | $133273.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       1500 | NS      | $24934.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         11 | NC      | $27.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                                                                | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |         14 | NS      | $141.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund            | Goldman Sachs Financial Square Government Fund                                                                      | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   43069598 | NS      | $43069598.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                    | iShares Core MSCI Emerging Markets ETF                                                                              | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    8553927 | NS      | $399468390.90  | 11.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Steel Works Ltd/The                                 | Japan Steel Works Ltd/The                                                                                           | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |        400 | NS      | $7857.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                              | B&M European Value Retail SA                                                                                        | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |      10434 | NS      | $51792.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primary Health Properties PLC                             | Primary Health Properties PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800Y5CJHXOATK7X11 | Long             | EC               |  | GB        |      32524 | NS      | $43555.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4378 | NS      | $199330.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Smith PLC                                              | WH Smith PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |       2976 | NS      | $52929.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       2348 | NS      | $25654.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                                          | Kainos Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |        412 | NS      | $7685.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co Ltd                                   | Stanley Electric Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        200 | NS      | $3782.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lawson Inc                                                | Lawson Inc                                                                                                          | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |        131 | NS      | $5008.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       2079 | NS      | $47984.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp of America Holdings                                                                                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       3313 | NS      | $780145.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                                   | AGC Inc                                                                                                             | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |        900 | NS      | $29867.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                                     | Medipal Holdings Corp                                                                                               | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |        270 | NS      | $3568.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       4603 | NS      | $209528.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casio Computer Co Ltd                                     | Casio Computer Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |        400 | NS      | $4058.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      55168 | NS      | $4690383.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        346 | NS      | $162298.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                                       | Nissan Motor Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      14800 | NS      | $46315.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westrock Co                                               | Westrock Co                                                                                                         | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       3520 | NS      | $123763.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                                                                                        | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      14222 | NS      | $3248162.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                                | Driven Brands Holdings Inc                                                                                          | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2330 | NS      | $63632.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand Inc                                                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       2837 | NS      | $148233.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                                | Koei Tecmo Holdings Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |        200 | NS      | $3617.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      93104 | NS      | $278391.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       2663 | NS      | $226887.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       4739 | NS      | $1675757.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                                                          | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |          5 | NS      | $964.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      42899 | NS      | $4716316.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |       2290 | NS      | $45144.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                                                         | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |        800 | NS      | $48296.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       6078 | NS      | $266045.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                          | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       2955 | NS      | $407350.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR JUN24                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -77 | NC      | $-9416.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       2149 | NS      | $152149.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                                                        | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       9589 | NS      | $267123.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                                                         | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       2176 | NS      | $88981.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                                                          | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |        300 | NS      | $6594.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $4515.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        593 | NS      | $249237.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $17.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | 3MO EURO EURIBOR  SEP24                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -82 | NC      | $80473.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Techno-Solutions Corp                              | Itochu Techno-Solutions Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        600 | NS      | $13917.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        160 | NS      | $394588.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       2635 | NS      | $476758.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       2581 | NS      | $160976.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Menicon Co Ltd                                            | Menicon Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 3538000OOSRECSEX2327 | Long             | EC               | CORP              | JP        |        100 | NS      | $2102.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                                                              | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       2870 | NS      | $135865.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                                                             | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |       5100 | NS      | $42682.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      30822 | NS      | $121950.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                           | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |          6 | NS      | $1940.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        987 | NS      | $307322.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      12729 | NS      | $3054450.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co Ltd                                              | Hulic Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |        600 | NS      | $4711.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                                                    | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       5966 | NS      | $223287.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                 | Mitsubishi HC Capital Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |       1700 | NS      | $8361.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                  | Bio-Rad Laboratories Inc                                                                                            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        275 | NS      | $115634.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                               | Terumo Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |       3800 | NS      | $107732.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                             | Morinaga Milk Industry Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |        200 | NS      | $7594.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                            | CyberAgent Inc                                                                                                      | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |       1300 | NS      | $11573.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       1704 | NS      | $133440.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      43442 | NS      | $289699.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CAD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-14689.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       1720 | NS      | $104730.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                                                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     114588 | NS      | $3295550.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                                                    | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |        600 | NS      | $18338.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group Inc/The                                                                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       2224 | NS      | $168645.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                                                                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       2010 | NS      | $274927.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       2043 | NS      | $63836.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         31 | NS      | $142989.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       1086 | NS      | $132687.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarkson PLC                                              | Clarkson PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |        106 | NS      | $4145.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      10930 | NS      | $4100061.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       7748 | NS      | $3968448.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                                                     | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |        509 | NS      | $27690.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       5203 | NS      | $198130.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |          9 | NS      | $1539.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       3999 | NS      | $178275.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoshizaki Corp                                            | Hoshizaki Corp                                                                                                      | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |        100 | NS      | $3516.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |        465 | NS      | $47014.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       3212 | NS      | $121092.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                                                          | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      13443 | NS      | $189388.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                                                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       9823 | NS      | $631127.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       1767 | NS      | $142437.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |      62393 | NS      | $100521.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                                                                 | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       5422 | NS      | $265248.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                           | Choice Hotels International Inc                                                                                     | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       1507 | NS      | $169748.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        498 | NS      | $159006.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                     | LME ZINC FUTURE FEB23                                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -19 | NC      | $58171.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     305413 | NS      | $39682311.09   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                  | EastGroup Properties Inc                                                                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |        935 | NS      | $138436.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       1620 | NS      | $51832.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                                                              | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       1006 | NS      | $72228.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      28558 | NS      | $7579864.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR MAR23                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -212 | NC      | $-8408.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                                | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       3480 | NS      | $125139.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |        954 | NS      | $25270.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        400 | NS      | $20105.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                                                           | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       6200 | NS      | $188026.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                                                  | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       9621 | NS      | $93866.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       1709 | NS      | $1233026.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P MID 400 EMINI MAR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          3 | NC      | $-13928.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC                                        | TBC Bank Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |        171 | NS      | $4692.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      12343 | NS      | $1548676.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     341751 | NS      | $346097.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                             | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        286 | NS      | $20939.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR MAR24                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -83 | NC      | $1445.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |        872 | NS      | $37370.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex Inc                                              | Teleflex Inc                                                                                                        | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        479 | NS      | $119572.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                                | Signature Bank/New York NY                                                                                          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       1318 | NS      | $151859.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bodycote PLC                                              | Bodycote PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |        934 | NS      | $6419.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-12.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Convertible Securities ETF                 | SPDR Bloomberg Convertible Securities ETF                                                                           | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |    1828622 | NS      | $117653539.48  | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ConvaTec Group PLC                                        | ConvaTec Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |      23098 | NS      | $64689.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      14671 | NS      | $3504315.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                                            | Drax Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |       3956 | NS      | $33556.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                                                          | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       5822 | NS      | $137145.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                                                             | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |          8 | NS      | $435.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                                                    | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       5249 | NS      | $138479.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                                                              | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |        744 | NS      | $11808.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                              | Indivior PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |       1624 | NS      | $36342.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       1581 | NS      | $96994.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Distributions Services PLC                  | International Distributions Services PLC                                                                            | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |      13328 | NS      | $34163.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SX003092  CDS USD R F  1.00000 2 CCPCDX / Short: SX003092  CDS USD P V 03MEVENT 1 CCPCDX                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  104000000 | OU      | $858603.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                         | Clean Harbors Inc                                                                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       1394 | NS      | $159083.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                    | Boston Beer Co Inc/The                                                                                              | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |          1 | NS      | $329.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         20 | NC      | $-96231.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                  | Sumitomo Forestry Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |        500 | NS      | $8836.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                    | Warehouses De Pauw CVA                                                                                              | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |          6 | NS      | $171.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       1163 | NS      | $646918.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax Inc                                                                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       2602 | NS      | $505724.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                  | Sumitomo Chemical Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |       6010 | NS      | $21549.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       2954 | NS      | $96920.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K's Holdings Corp                                         | K's Holdings Corp                                                                                                   | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |        400 | NS      | $3430.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                         | TP ICAP Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |       5752 | NS      | $12134.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                                       | Redde Northgate PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |       1603 | NS      | $7984.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      21062 | NS      | $287186.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      34470 | NS      | $4825800.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       6254 | NS      | $848980.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       1843 | NS      | $2663964.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeon Corp                                                 | Zeon Corp                                                                                                           | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |        900 | NS      | $9056.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                            | Kintetsu Group Holdings Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $16508.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      20333 | NS      | $243576.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CHF / SOLD USD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $8210.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                   | Invesco Senior Loan ETF                                                                                             | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     532373 | NS      | $10929617.69   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD JPY                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-24270.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        672 | NS      | $33043.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD INR                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-15050.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       1999 | NS      | $374792.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                                                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        693 | NS      | $234996.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                                                            | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |       1854 | NS      | $65018.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND MAR23                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -14 | NC      | $84844.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      23768 | NS      | $967595.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       8444 | NS      | $261764.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirent Communications PLC                                | Spirent Communications PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |      10570 | NS      | $33581.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                              | GASOLINE RBOB FUT FEB23                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -6 | NC      | $-76955.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Computacenter PLC                                         | Computacenter PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |        486 | NS      | $11286.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                   | Puma SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |       3299 | NS      | $199402.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                | Aurubis AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |        239 | NS      | $19454.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                                     | Alfresa Holdings Corp                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $3813.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                                                         | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |          3 | NS      | $239.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                                    | Yamato Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        502 | NS      | $7954.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       1930 | NS      | $64211.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       2389 | NS      | $4814503.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       2343 | NS      | $255527.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      29151 | NS      | $1039524.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      88617 | NS      | $9832056.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |        287 | NS      | $187993.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       1100 | NS      | $25194.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                                                           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |      12969 | NS      | $325132.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                                                                                  | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        411 | NS      | $135905.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                    | Cousins Properties Inc                                                                                              | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |       3900 | NS      | $98631.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |       7940 | NS      | $126444.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      12969 | NS      | $1021827.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hino Motors Ltd                                           | Hino Motors Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       2400 | NS      | $9119.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                                     | MEIJI Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |        200 | NS      | $10251.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       1700 | NS      | $265948.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                | Lattice Semiconductor Corp                                                                                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |         13 | NS      | $843.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      16063 | NS      | $5380141.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                              | Investec PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |       7317 | NS      | $44730.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES110509  TRS USD R E JPGSGLMN INDEX / Short: ES110509  TRS USD P V 01MSOFR US0001M - 2 BPS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   21202838 | OU      | $-146960.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                                                             | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |          6 | NS      | $477.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | BANK ACCEPT FUTR MAR23                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -125 | NC      | $90613.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                                                            | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |       4948 | NS      | $50233.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp                                                                                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       1389 | NS      | $196487.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      27112 | NS      | $9918654.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       2200 | NS      | $46997.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) MAR23                                                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -11 | NC      | $23435.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         13 | NS      | $745.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 90DAY EUR FUTR DEC24                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -45 | NC      | $-14434.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                                   | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       4316 | NS      | $81037.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                                           | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       2634 | NS      | $132412.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       1955 | NS      | $194170.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       2517 | NS      | $201032.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      87393 | NS      | $11719401.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     291044 | NS      | $24447696.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      10652 | NS      | $286219.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                                                            | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      16702 | NS      | $507605.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       1535 | NS      | $153208.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                                                      | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       1674 | NS      | $69584.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       4682 | NS      | $550275.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                                                  | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      11563 | NS      | $452805.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                                                          | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |       3231 | NS      | $113746.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |       6532 | NS      | $44106.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR23                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         39 | NC      | $-79434.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       2275 | NS      | $132700.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                                                        | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |      46579 | NS      | $54174.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       1800 | NS      | $13596.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                                                                     | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       2400 | NS      | $56593.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       9348 | NS      | $2409073.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | Long: ES101252  TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+37BPS / Short: ES101252  TRS USD P E USRU10INTR.I       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   30573785 | OU      | $1777806.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        100 | NS      | $60853.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                                                   | Elis SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |        863 | NS      | $12738.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |          8 | NS      | $538.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                           | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       1651 | NS      | $538161.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        298 | NS      | $121572.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |          7 | NS      | $340.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       8442 | NS      | $631546.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                                                                               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        884 | NS      | $90362.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT Inc                                                 | SHIFT Inc                                                                                                           | CUSIP: 000000000<br>LEI: 353800HJXMOPLJ7BO262 | Long             | EC               | CORP              | JP        |        100 | NS      | $17602.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp                                    | Mitsubishi Motors Corp                                                                                              | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |      13200 | NS      | $50128.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      86396 | NS      | $6216192.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes Inc                                                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |       4245 | NS      | $125821.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                               | Genpact Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      40598 | NS      | $1880499.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      31553 | NS      | $4661955.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       2069 | NS      | $189437.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrofac Ltd                                              | Petrofac Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 2138004624W8CKCSJ177 | Long             | EC               | CORP              | JE        |      22813 | NS      | $19374.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulvac Inc                                                 | Ulvac Inc                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        343 | NS      | $14294.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                              | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       4563 | NS      | $298396.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       3637 | NS      | $338095.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       6684 | NS      | $422696.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       2341 | NS      | $110776.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowa Holdings Co Ltd                                      | Dowa Holdings Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |        600 | NS      | $18934.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -124 | NC      | $370793.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     148025 | NS      | $891593.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: ES102701  TRS USD R V 00MSOFRR RESET M ON15TH/SOFRRATE-5BPS / Short: ES102701  TRS USD P E NDDUWI INDEX       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   51441972 | OU      | $643916.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       1000 | NS      | $15241.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      18109 | NS      | $2842207.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       7848 | NS      | $673750.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                                                     | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       3535 | NS      | $114762.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Future PLC                                                | Future PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |       1018 | NS      | $15516.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                                                       | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       1494 | NS      | $46192.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech Plc                                              | Playtech Plc                                                                                                        | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |       3095 | NS      | $18990.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      51942 | NS      | $6129156.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Logistics REIT PLC                                  | Urban Logistics REIT PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800P6ODJW2UFNDC37 | Long             | EC               |  | GB        |       4453 | NS      | $7250.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays PLC                                                  | Hays PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |      18889 | NS      | $26479.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                                | Nippon Sanso Holdings Corp                                                                                          | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |        500 | NS      | $7242.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                     | Valeo                                                                                                               | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |       2426 | NS      | $43347.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                                                         | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       4997 | NS      | $470678.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President