# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-23-070291
**Filing Date:** 2023-3
**Character Count:** 381796
**Document Hash:** 63d485402d9543baa223ae1e7f4286c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070291.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070291

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794
- **IRS NUMBER:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 23770486

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB All Market Real Return Portfolio (Series ID: S000028085)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000085496 | Class A       | AMTAX           |
| C000085497 | Class C       | ACMTX           |
| C000085498 | Advisor Class | AMTYX           |
| C000085499 | Class 1       | AMTOX           |
| C000085500 | Class 2       | AMTTX           |
| C000085501 | Class R       | AMTRX           |
| C000085502 | Class K       | AMTKX           |
| C000085503 | Class I       | AMTIX           |
| C000139941 | Class Z       | AMTZX           |

## Nport-Ex

**All Market Real Return Portfolio** 

**Consolidated Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 72.8%** | **COMMON STOCKS – 72.8%** | **COMMON STOCKS – 72.8%** |
|  **Real Estate – 30.6%** | **Real Estate – 30.6%** | **Real Estate – 30.6%** |
|  **Diversified Real Estate Activities – 2.2%** | **Diversified Real Estate Activities – 2.2%** | **Diversified Real Estate Activities – 2.2%** |
|  Ayala Land, Inc. | 3811900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055994 |
|  City Developments Ltd. | 326700 | 2073509 |
|  Daito Trust Construction Co., Ltd. | 12200 | 1205586 |
|  Mitsui Fudosan Co., Ltd. | 541500 | 10149682 |
|  Sun Hung Kai Properties Ltd. | 484000 | 6863904 |
|  Tokyu Fudosan Holdings Corp. | 287300 | 1457827 |
|  |  | 23806502 |
|  **Diversified REITs – 1.9%** | **Diversified REITs – 1.9%** | **Diversified REITs – 1.9%** |
|  Alexander & Baldwin, Inc. | 99800 | 1997996 |
|  Armada Hoffler Properties, Inc. | 283590 | 3595921 |
|  Charter Hall Long Wale REIT | 606580 | 1963028 |
|  Essential Properties Realty Trust, Inc. | 153440 | 3909651 |
|  Growthpoint Properties Ltd. | 1845052 | 1486645 |
|  ICADE | 53370 | 2535085 |
|  Merlin Properties Socimi SA | 261180 | 2552428 |
|  United Urban Investment Corp. | 1681 | 1912813 |
|  |  | 19953567 |
|  **Health Care REITs – 1.7%** | **Health Care REITs – 1.7%** | **Health Care REITs – 1.7%** |
|  Cofinimmo SA | 13570 | 1234315 |
|  Medical Properties Trust, Inc.<sup>(a)</sup> | 288010 | 3729730 |
|  Physicians Realty Trust | 65760 | 1042954 |
|  Ventas, Inc. | 132110 | 6844619 |
|  Welltower, Inc. | 72480 | 5438899 |
|  |  | 18290517 |
|  **Hotel & Resort REITs – 0.8%** | **Hotel & Resort REITs – 0.8%** | **Hotel & Resort REITs – 0.8%** |
|  Invincible Investment Corp. | 9400 | 4008830 |
|  Park Hotels & Resorts, Inc. | 189100 | 2781661 |
|  RLJ Lodging Trust | 114350 | 1437379 |
|  |  | 8227870 |
|  **Industrial REITs – 4.9%** | **Industrial REITs – 4.9%** | **Industrial REITs – 4.9%** |
|  Americold Realty Trust, Inc. | 78680 | 2471339 |
|  CapitaLand Ascendas REIT | 825200 | 1815960 |
|  Centuria Industrial REIT | 913830 | 2172800 |
|  Dream Industrial Real Estate Investment Trust | 337994 | 3556361 |
|  GLP J-Reit | 989 | 1119114 |
|  Mapletree Logistics Trust | 1205318 | 1558225 |
|  Mitsui Fudosan Logistics Park, Inc.<sup>(a)</sup> | 538 | 1877654 |
|  Plymouth Industrial REIT, Inc. | 78456 | 1755845 |
|  Prologis, Inc. | 163701 | 21163265 |
|  Rexford Industrial Realty, Inc. | 68860 | 4370544 |
|  Segro PLC | 566552 | 5831854 |
|  STAG Industrial, Inc. | 129720 | 4618032 |
|  |  | 52310993 |
|  **Office REITs – 1.4%** | **Office REITs – 1.4%** | **Office REITs – 1.4%** |
|  Alexandria Real Estate Equities, Inc. | 7540 | 1211979 |
|  City Office REIT, Inc. | 268600 | 2643024 |
|  Cousins Properties, Inc. | 142545 | 3908584 |
|  Daiwa Office Investment Corp. | 759 | 3574132 |
|  Derwent London PLC | 66190 | 2111443 |
|  Kenedix Office Investment Corp. | 819 | 1945586 |
|  |  | 15394748 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Real Estate Development – 1.3%** | **Real Estate Development – 1.3%** | **Real Estate Development – 1.3%** |
|  China Overseas Land & Investment Ltd. | 998500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696220 |
|  China Resources Land Ltd. | 1198000 | 5741479 |
|  CK Asset Holdings Ltd. | 325500 | 2081087 |
|  Emaar Properties PJSC | 927700 | 1409655 |
|  Instone Real Estate Group SE<sup>(b)</sup> | 81039 | 826938 |
|  Megaworld Corp. | 17716000 | 688635 |
|  |  | 13444014 |
|  **Real Estate Operating Companies – 2.1%** | **Real Estate Operating Companies – 2.1%** | **Real Estate Operating Companies – 2.1%** |
|  Azrieli Group Ltd. | 18770 | 1209025 |
|  CA Immobilien Anlagen AG | 58719 | 1831346 |
|  Capitaland Investment Ltd./Singapore<sup>(a)</sup> | 517500 | 1567823 |
|  Central Pattana PCL | 411500 | 891847 |
|  CTP NV<sup>(b)</sup> | 240159 | 3468586 |
|  Hongkong Land Holdings Ltd. | 137500 | 672206 |
|  Hulic Co., Ltd. | 198500 | 1631628 |
|  Shurgard Self Storage SA | 27430 | 1323611 |
|  TAG Immobilien AG | 117450 | 1005823 |
|  Vonovia SE | 181834 | 5136429 |
|  Wihlborgs Fastigheter AB | 481350 | 3963012 |
|  |  | 22701336 |
|  **Real Estate Services – 0.1%** | **Real Estate Services – 0.1%** | **Real Estate Services – 0.1%** |
|  Unibail-Rodamco-Westfield<sup>(c)</sup> | 20600 | 1325130 |
|  **Residential REITs – 4.3%** | **Residential REITs – 4.3%** | **Residential REITs – 4.3%** |
|  American Homes 4 Rent - Class A | 156110 | 5353012 |
|  Equity LifeStyle Properties, Inc. | 48410 | 3474870 |
|  Equity Residential | 124770 | 7941610 |
|  Essex Property Trust, Inc. | 28410 | 6422649 |
|  Invitation Homes, Inc. | 99970 | 3249025 |
|  Kenedix Residential Next Investment Corp.<sup>(a)</sup> | 705 | 1050778 |
|  Killam Apartment Real Estate Investment Trust | 286070 | 3956024 |
|  Sun Communities, Inc. | 48497 | 7607239 |
|  UDR, Inc. | 133500 | 5685765 |
|  UNITE Group PLC (The) | 125090 | 1541000 |
|  |  | 46281972 |
|  **Retail REITs – 4.6%** | **Retail REITs – 4.6%** | **Retail REITs – 4.6%** |
|  AEON REIT Investment Corp.<sup>(a)</sup> | 1983 | 2191673 |
|  Brixmor Property Group, Inc. | 172880 | 4067866 |
|  CapitaLand Integrated Commercial Trust | 2808960 | 4595833 |
|  Crombie Real Estate Investment Trust | 125470 | 1557825 |
|  Frasers Centrepoint Trust | 616900 | 1045886 |
|  Japan Metropolitan Fund Invest<sup>(a)</sup> | 1438 | 1111695 |
|  Kite Realty Group Trust | 165310 | 3587227 |
|  Link REIT | 605051 | 4843046 |
|  Mercialys SA | 105518 | 1171863 |
|  NETSTREIT Corp. | 165836 | 3338279 |
|  Phillips Edison & Co., Inc. | 103350 | 3464292 |
|  Realty Income Corp. | 37940 | 2573470 |
|  Region Re Ltd. | 772030 | 1481444 |
|  Simon Property Group, Inc. | 34305 | 4406821 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  SITE Centers Corp. | 326610 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458226 |
|  Spirit Realty Capital, Inc. | 98900 |  | 4339732 |
|  Waypoint REIT Ltd. | 386210 |  | 762591 |
|  |  |  | 48997769 |
|  **Specialized REITs – 5.3%** | **Specialized REITs – 5.3%** | **Specialized REITs – 5.3%** | **Specialized REITs – 5.3%** |
|  American Tower Corp. | 16338 |  | 3649746 |
|  Crown Castle, Inc. | 15195 |  | 2250531 |
|  CubeSmart | 123350 |  | 5648197 |
|  Digital Realty Trust, Inc. | 18230 |  | 2089523 |
|  Equinix, Inc. | 20700 |  | 15279291 |
|  Iron Mountain, Inc. | 25499 |  | 1391735 |
|  National Storage Affiliates Trust | 36710 |  | 1497768 |
|  Public Storage | 40233 |  | 12244511 |
|  Safestore Holdings PLC | 224530 |  | 2795778 |
|  SBA Communications Corp. | 3789 |  | 1127341 |
|  VICI Properties, Inc. | 230510 |  | 7878832 |
|  Weyerhaeuser Co. | 45567 |  | 1568872 |
|  |  |  | 57422125 |
|  |  |  | 328156543 |
|  **Energy – 9.5%** | **Energy – 9.5%** | **Energy – 9.5%** | **Energy – 9.5%** |
|  **Coal & Consumable Fuels – 0.1%** | **Coal & Consumable Fuels – 0.1%** | **Coal & Consumable Fuels – 0.1%** | **Coal & Consumable Fuels – 0.1%** |
|  Cameco Corp. | 21850 |  | 612018 |
|  **Integrated Oil & Gas – 5.4%** | **Integrated Oil & Gas – 5.4%** | **Integrated Oil & Gas – 5.4%** | **Integrated Oil & Gas – 5.4%** |
|  Cenovus Energy, Inc. | 17431 |  | 348214 |
|  Chevron Corp. | 34295 |  | 5968016 |
|  Equinor ASA | 132013 |  | 4023313 |
|  Exxon Mobil Corp. | 125240 |  | 14529092 |
|  Gazprom PJSC<sup>(d) (e)</sup> | 818956 |  | 0 |
|  LUKOIL PJSC<sup>(d) (e)</sup> | 20541 |  | 0 |
|  Repsol SA | 424252 |  | 6969118 |
|  Shell PLC | 621628 |  | 18249604 |
|  TotalEnergies SE | 124958 |  | 7724998 |
|  |  |  | 57812355 |
|  **Oil & Gas Drilling – 0.1%** | **Oil & Gas Drilling – 0.1%** | **Oil & Gas Drilling – 0.1%** | **Oil & Gas Drilling – 0.1%** |
|  China Oilfield Services Ltd. - Class H | 1332000 |  | 1614428 |
|  **Oil & Gas Equipment & Services – 0.1%** | **Oil & Gas Equipment & Services – 0.1%** | **Oil & Gas Equipment & Services – 0.1%** | **Oil & Gas Equipment & Services – 0.1%** |
|  Halliburton Co. | 26054 |  | 1073946 |
|  **Oil & Gas Exploration & Production – 2.4%** | **Oil & Gas Exploration & Production – 2.4%** | **Oil & Gas Exploration & Production – 2.4%** | **Oil & Gas Exploration & Production – 2.4%** |
|  ConocoPhillips | 70900 |  | 8640583 |
|  Coterra Energy, Inc. | 39393 |  | 986007 |
|  EOG Resources, Inc. | 56452 |  | 7465777 |
|  Hess Corp. | 25947 |  | 3896202 |
|  Texas Pacific Land Corp. | 622 |  | 1241419 |
|  Tourmaline Oil Corp. | 13640 |  | 635689 |
|  Williams Cos., Inc. (The) | 42738 |  | 1377873 |
|  Woodside Energy Group Ltd. | 73993 |  | 1915965 |
|  |  |  | 26159515 |
|  **Oil & Gas Refining & Marketing – 0.3%** | **Oil & Gas Refining & Marketing – 0.3%** | **Oil & Gas Refining & Marketing – 0.3%** | **Oil & Gas Refining & Marketing – 0.3%** |
|  Marathon Petroleum Corp. | 12803 |  | 1645441 |
|  Neste Oyj | 11249 |  | 537728 |
|  Valero Energy Corp. | 10428 |  | 1460233 |
|  |  |  | 3643402 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Oil & Gas Storage & Transportation – 1.1%** | **Oil & Gas Storage & Transportation – 1.1%** | **Oil & Gas Storage & Transportation – 1.1%** |
|  Antero Midstream Corp. | 11752 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128097 |
|  Cheniere Energy, Inc. | 8725 | 1333093 |
|  DTE Midstream LLC | 3394 | 185516 |
|  Enbridge, Inc.<sup>(a)</sup> | 88585 | 3627155 |
|  EnLink Midstream LLC<sup>(c)</sup> | 8641 | 109914 |
|  Gibson Energy, Inc. | 6406 | 114731 |
|  Keyera Corp. | 9669 | 220551 |
|  Kinder Morgan, Inc. | 69406 | 1270130 |
|  Koninklijke Vopak NV | 2860 | 86173 |
|  New Fortress Energy, Inc. | 1684 | 65322 |
|  ONEOK, Inc. | 15683 | 1073972 |
|  Pembina Pipeline Corp. | 24280 | 861492 |
|  Targa Resources Corp. | 7943 | 595884 |
|  TC Energy Corp. | 44272 | 1907567 |
|  |  | 11579597 |
|  |  | 102495261 |
|  **Materials – 6.6%** | **Materials – 6.6%** | **Materials – 6.6%** |
|  **Aluminum – 0.1%** | **Aluminum – 0.1%** | **Aluminum – 0.1%** |
|  Alcoa Corp. | 16840 | 879722 |
|  **Commodity Chemicals – 0.5%** | **Commodity Chemicals – 0.5%** | **Commodity Chemicals – 0.5%** |
|  Beijing Haixin Energy Technology Co., Ltd. - Class A | 1856185 | 1179033 |
|  Corteva, Inc. | 33961 | 2188786 |
|  Ecopro Co., Ltd. | 7338 | 738618 |
|  LG Chem Ltd. | 1225 | 691394 |
|  W-Scope Corp.<sup>(a) (c)</sup> | 24000 | 269113 |
|  |  | 5066944 |
|  **Construction Materials – 0.2%** | **Construction Materials – 0.2%** | **Construction Materials – 0.2%** |
|  GCC SAB de CV | 258717 | 2053469 |
|  **Copper – 0.2%** | **Copper – 0.2%** | **Copper – 0.2%** |
|  Antofagasta PLC | 33646 | 722936 |
|  First Quantum Minerals Ltd. | 70044 | 1625086 |
|  |  | 2348022 |
|  **Diversified Chemicals – 0.1%** | **Diversified Chemicals – 0.1%** | **Diversified Chemicals – 0.1%** |
|  Sumitomo Chemical Co., Ltd. | 386400 | 1483247 |
|  **Diversified Metals & Mining – 1.9%** | **Diversified Metals & Mining – 1.9%** | **Diversified Metals & Mining – 1.9%** |
|  Allkem Ltd.<sup>(a) (c)</sup> | 60519 | 561855 |
|  Anglo American PLC | 91023 | 3925856 |
|  BHP Group Ltd. | 109594 | 3838215 |
|  CMOC Group Ltd. - Class H<sup>(a)</sup> | 1398000 | 809168 |
|  Ganfeng Lithium Group Co., Ltd - Class A | 58080 | 683022 |
|  Glencore PLC | 454417 | 3043177 |
|  Mineral Resources Ltd. | 6735 | 426393 |
|  MMC Norilsk Nickel PJSC (ADR)<sup>(c) (d) (e)</sup> | 66074 | 0 |
|  Rio Tinto PLC | 59278 | 4641540 |
|  Teck Resources Ltd. - Class B | 49799 | 2156116 |
|  Zhejiang Huayou Cobalt Co., Ltd. - Class A | 68670 | 671956 |
|  |  | 20757298 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Fertilizers & Agricultural Chemicals – 0.4%** | **Fertilizers & Agricultural Chemicals – 0.4%** | **Fertilizers & Agricultural Chemicals – 0.4%** |
|  CF Industries Holdings, Inc. | 29584 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505765 |
|  OCI NV | 40695 | 1385276 |
|  |  | 3891041 |
|  **Forest Products – 0.0%** | **Forest Products – 0.0%** | **Forest Products – 0.0%** |
|  Interfor Corp.<sup>(c)</sup> | 22989 | 459763 |
|  **Gold – 0.8%** | **Gold – 0.8%** | **Gold – 0.8%** |
|  Agnico Eagle Mines Ltd. | 47821 | 2700590 |
|  Barrick Gold Corp. | 139031 | 2718056 |
|  Endeavour Mining PLC | 110025 | 2596078 |
|  Northern Star Resources Ltd. | 58126 | 517933 |
|  Regis Resources Ltd. | 236615 | 359689 |
|  |  | 8892346 |
|  **Industrial Gases – 0.2%** | **Industrial Gases – 0.2%** | **Industrial Gases – 0.2%** |
|  Air Liquide SA | 4382 | 697729 |
|  Air Products and Chemicals, Inc. | 1916 | 614097 |
|  Linde PLC | 1752 | 579807 |
|  |  | 1891633 |
|  **Paper Packaging – 0.1%** | **Paper Packaging – 0.1%** | **Paper Packaging – 0.1%** |
|  Sealed Air Corp. | 26357 | 1443309 |
|  **Paper Products – 0.1%** | **Paper Products – 0.1%** | **Paper Products – 0.1%** |
|  Suzano SA | 85800 | 783580 |
|  **Specialty Chemicals – 0.9%** | **Specialty Chemicals – 0.9%** | **Specialty Chemicals – 0.9%** |
|  Albemarle Corp. | 2492 | 701373 |
|  Covestro AG<sup>(b)</sup> | 29233 | 1346019 |
|  Danimer Scientific, Inc.<sup>(a) (c)</sup> | 289320 | 659649 |
|  Ecolab, Inc. | 3608 | 558627 |
|  Evonik Industries AG | 51066 | 1135123 |
|  IMCD NV | 4080 | 646810 |
|  Johnson Matthey PLC | 32043 | 895049 |
|  Livent Corp.<sup>(c)</sup> | 23739 | 615315 |
|  Shanghai Putailai New Energy Technology Co., Ltd. - Class A | 75920 | 623381 |
|  Sika AG (REG) | 1830 | 519989 |
|  Umicore SA | 19700 | 744748 |
|  Wacker Chemie AG | 5773 | 872529 |
|  |  | 9318612 |
|  **Steel – 1.1%** | **Steel – 1.1%** | **Steel – 1.1%** |
|  APERAM SA | 34947 | 1379127 |
|  ArcelorMittal SA | 142231 | 4412421 |
|  Commercial Metals Co. | 16690 | 905766 |
|  Fortescue Metals Group Ltd. | 36596 | 578054 |
|  Nippon Steel Corp. | 23400 | 487065 |
|  Steel Dynamics, Inc. | 12284 | 1481942 |
|  Vale SA (Sponsored ADR) | 112606 | 2103480 |
|  |  | 11347855 |
|  |  | 70616841 |

---

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| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Capital Goods – 5.3%** | **Capital Goods – 5.3%** | **Capital Goods – 5.3%** |
|  **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** |
|  BAE Systems PLC | 130510 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381584 |
|  Hexcel Corp. | 12772 | 901448 |
|  Huntington Ingalls Industries, Inc. | 5313 | 1171729 |
|  Rheinmetall AG | 2078 | 485540 |
|  |  | 3940301 |
|  **Agricultural & Farm Machinery – 0.1%** | **Agricultural & Farm Machinery – 0.1%** | **Agricultural & Farm Machinery – 0.1%** |
|  Lindsay Corp. | 3637 | 569627 |
|  Toro Co. (The) | 5173 | 576893 |
|  |  | 1146520 |
|  **Building Products – 0.7%** | **Building Products – 0.7%** | **Building Products – 0.7%** |
|  A O Smith Corp. | 10778 | 729671 |
|  Carrier Global Corp. | 15444 | 703165 |
|  Cie de Saint-Gobain | 23876 | 1371226 |
|  Kingspan Group PLC | 11343 | 729537 |
|  Lennox International, Inc. | 2010 | 523846 |
|  Nibe Industrier AB - Class B | 56482 | 610247 |
|  Owens Corning | 18986 | 1834997 |
|  Zurn Elkay Water Solutions Corp. | 30420 | 664981 |
|  |  | 7167670 |
|  **Construction & Engineering – 0.4%** | **Construction & Engineering – 0.4%** | **Construction & Engineering – 0.4%** |
|  Arcosa, Inc. | 14883 | 882115 |
|  Ferrovial SA | 21824 | 643988 |
|  Vinci SA | 23546 | 2660452 |
|  |  | 4186555 |
|  **Construction & Farm Machinery & Heavy Trucks – 0.1%** | **Construction & Farm Machinery & Heavy Trucks – 0.1%** | **Construction & Farm Machinery & Heavy Trucks – 0.1%** |
|  Cummins, Inc. | 3111 | 776319 |
|  **Electrical Components & Equipment – 1.5%** | **Electrical Components & Equipment – 1.5%** | **Electrical Components & Equipment – 1.5%** |
|  ABB Ltd. (REG) | 13093 | 455841 |
|  Acuity Brands, Inc. | 8108 | 1528520 |
|  Advent Technologies Holdings, Inc.<sup>(a) (c)</sup> | 377440 | 717136 |
|  Ballard Power Systems, Inc.<sup>(a) (c)</sup> | 106520 | 697298 |
|  Beijing Easpring Material Technology Co., Ltd. - Class A | 84969 | 852476 |
|  Blink Charging Co.<sup>(a) (c)</sup> | 29545 | 402107 |
|  Camel Group Co., Ltd. - Class A | 675900 | 896807 |
|  Contemporary Amperex Technology Co., Ltd. - Class A | 11700 | 811577 |
|  EnerSys | 11554 | 959213 |
|  First Solar, Inc.<sup>(c)</sup> | 4028 | 715373 |
|  FuelCell Energy, Inc.<sup>(c)</sup> | 184678 | 675922 |
|  Gotion High-tech Co., Ltd. - Class A | 144500 | 697972 |
|  Hubbell, Inc. | 2655 | 607756 |
|  Legrand SA | 9127 | 813800 |
|  nVent Electric PLC | 21418 | 851366 |
|  Plug Power, Inc.<sup>(a) (c)</sup> | 42041 | 715538 |

---

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| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Prysmian SpA | 25268 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031886 |
|  Signify NV<sup>(b)</sup> | 35267 |  | 1276856 |
|  SunPower Corp.<sup>(a) (c)</sup> | 26956 |  | 469843 |
|  Sunrun, Inc.<sup>(c)</sup> | 33271 |  | 874362 |
|  |  |  | 16051649 |
|  **Heavy Electrical Equipment – 0.7%** | **Heavy Electrical Equipment – 0.7%** | **Heavy Electrical Equipment – 0.7%** | **Heavy Electrical Equipment – 0.7%** |
|  Bloom Energy Corp. - Class A<sup>(c)</sup> | 26181 |  | 652692 |
|  CS Wind Corp. | 10636 |  | 556630 |
|  ITM Power PLC<sup>(a) (c)</sup> | 610992 |  | 765777 |
|  Ming Yang Smart Energy Group Ltd. - Class A | 199796 |  | 826825 |
|  NARI Technology Co., Ltd. - Class A | 174909 |  | 685413 |
|  NEL ASA<sup>(c)</sup> | 358386 |  | 614215 |
|  Nordex SE<sup>(c)</sup> | 45046 |  | 684554 |
|  Siemens Energy AG | 79206 |  | 1656103 |
|  TPI Composites, Inc.<sup>(c)</sup> | 58615 |  | 764926 |
|  Vestas Wind Systems A/S | 26322 |  | 770224 |
|  |  |  | 7977359 |
|  **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** |
|  General Electric Co. | 10060 |  | 809629 |
|  **Industrial Machinery – 1.0%** | **Industrial Machinery – 1.0%** | **Industrial Machinery – 1.0%** | **Industrial Machinery – 1.0%** |
|  Chart Industries, Inc.<sup>(c)</sup> | 6240 |  | 836035 |
|  Energy Recovery, Inc.<sup>(c)</sup> | 23574 |  | 521693 |
|  Evoqua Water Technologies Corp.<sup>(c)</sup> | 12254 |  | 594441 |
|  Illinois Tool Works, Inc. | 6969 |  | 1644963 |
|  John Bean Technologies Corp. | 8089 |  | 903784 |
|  McPhy Energy SA<sup>(c)</sup> | 37508 |  | 570887 |
|  Mueller Industries, Inc. | 10772 |  | 706105 |
|  NGK Insulators Ltd. | 76000 |  | 1051938 |
|  Pentair PLC | 18962 |  | 1050115 |
|  Snap-on, Inc. | 5834 |  | 1451091 |
|  SPX Technologies, Inc.<sup>(c)</sup> | 10533 |  | 790080 |
|  Watts Water Technologies, Inc. - Class A | 4255 |  | 695778 |
|  Xylem, Inc./NY | 5008 |  | 520882 |
|  |  |  | 11337792 |
|  **Trading Companies & Distributors – 0.3%** | **Trading Companies & Distributors – 0.3%** | **Trading Companies & Distributors – 0.3%** | **Trading Companies & Distributors – 0.3%** |
|  United Rentals, Inc.<sup>(c)</sup> | 3840 |  | 1693248 |
|  WW Grainger, Inc. | 2603 |  | 1534416 |
|  |  |  | 3227664 |
|  |  |  | 56621458 |
|  **Utilities – 5.0%** | **Utilities – 5.0%** | **Utilities – 5.0%** | **Utilities – 5.0%** |
|  **Electric Utilities – 1.5%** | **Electric Utilities – 1.5%** | **Electric Utilities – 1.5%** | **Electric Utilities – 1.5%** |
|  Avangrid, Inc. | 25908 |  | 1092540 |
|  Constellation Energy Corp. | 1 |  | 85 |
|  Edison International | 13399 |  | 923191 |
|  Elia Group SA/NV | 1575 |  | 221159 |
|  Enel SpA | 581207 |  | 3422217 |
|  Eversource Energy | 12222 |  | 1006237 |
|  Exelon Corp. | 55213 |  | 2329436 |
|  Fortis, Inc./Canada | 20942 |  | 860471 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Hydro One Ltd.<sup>(b)</sup> | 13882 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379563 |
|  Iberdrola SA<sup>(c) (e)</sup> | 78119 |  | 916405 |
|  NextEra Energy, Inc. | 4522 |  | 337477 |
|  NRG Energy, Inc. | 31285 |  | 1070573 |
|  Orsted AS<sup>(b)</sup> | 6822 |  | 607513 |
|  PG&E Corp.<sup>(c)</sup> | 56494 |  | 898255 |
|  Red Electrica Corp. SA | 18938 |  | 335182 |
|  SSE PLC | 34910 |  | 745142 |
|  Terna - Rete Elettrica Nazionale | 61556 |  | 487022 |
|  |  |  | 15632468 |
|  **Gas Utilities – 0.9%** | **Gas Utilities – 0.9%** | **Gas Utilities – 0.9%** | **Gas Utilities – 0.9%** |
|  APA Group | 363135 |  | 2717670 |
|  Atmos Energy Corp. | 4909 |  | 577004 |
|  Beijing Enterprises Holdings Ltd. | 20893 |  | 70949 |
|  Chesapeake Utilities Corp. | 623 |  | 78548 |
|  China Gas Holdings Ltd. | 130438 |  | 203068 |
|  China Resources Gas Group Ltd. | 39341 |  | 165438 |
|  Enagas SA | 10889 |  | 195254 |
|  ENN Energy Holdings Ltd. | 33022 |  | 497533 |
|  Hong Kong & China Gas Co., Ltd. | 471794 |  | 473691 |
|  Italgas SpA | 21269 |  | 124502 |
|  Kunlun Energy Co., Ltd. | 173632 |  | 136936 |
|  Naturgy Energy Group SA<sup>(a)</sup> | 42990 |  | 1219291 |
|  New Jersey Resources Corp. | 3376 |  | 168530 |
|  Northwest Natural Holding Co. | 1231 |  | 61722 |
|  ONE Gas, Inc. | 1900 |  | 156484 |
|  Snam SpA | 89693 |  | 456854 |
|  Southwest Gas Holdings, Inc. | 2165 |  | 144903 |
|  Spire, Inc. | 1842 |  | 133029 |
|  Toho Gas Co., Ltd. | 4313 |  | 84585 |
|  Tokyo Gas Co., Ltd. | 17630 |  | 369167 |
|  UGI Corp. | 35449 |  | 1411934 |
|  |  |  | 9447092 |
|  **Independent Power and Renewable Electricity Producers – 0.7%** | **Independent Power and Renewable Electricity Producers – 0.7%** | **Independent Power and Renewable Electricity Producers – 0.7%** | **Independent Power and Renewable Electricity Producers – 0.7%** |
|  Atlantica Sustainable Infrastructure PLC | 26370 |  | 723065 |
|  Azure Power Global Ltd.<sup>(a) (c)</sup> | 113416 |  | 460469 |
|  Boralex, Inc. - Class A | 22957 |  | 642358 |
|  Brookfield Renewable Corp. - Class A<sup>(a)</sup> | 20320 |  | 640045 |
|  China Longyuan Power Group Corp. Ltd. - Class H | 448000 |  | 618437 |
|  Innergex Renewable Energy, Inc. | 62776 |  | 746395 |
|  NextEra Energy Partners LP<sup>(a)</sup> | 9398 |  | 688873 |
|  Ormat Technologies, Inc. | 6223 |  | 575939 |
|  Solaria Energia y Medio Ambiente SA<sup>(c)</sup> | 39616 |  | 812868 |
|  TransAlta Renewables, Inc.<sup>(a)</sup> | 75720 |  | 696564 |
|  Xinyi Energy Holdings Ltd.<sup>(a)</sup> | 2002000 |  | 736579 |
|  |  |  | 7341592 |
|  **Independent Power Producers & Energy Traders – 0.5%** | **Independent Power Producers & Energy Traders – 0.5%** | **Independent Power Producers & Energy Traders – 0.5%** | **Independent Power Producers & Energy Traders – 0.5%** |
|  AES Corp. (The) | 20661 |  | 566318 |
|  Clearway Energy, Inc. - Class A | 17188 |  | 550875 |
|  Drax Group PLC | 127976 |  | 1022077 |
|  EDP Renovaveis SA | 31488 |  | 684898 |
|  ERG SpA | 24349 |  | 735254 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Guangxi Guiguan Electric Power Co., Ltd. - Class A | 723900 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598691 |
|  Northland Power, Inc. | 24741 |  | 664570 |
|  RWE AG | 17605 |  | 783755 |
|  |  |  | 5606438 |
|  **Multi-Utilities – 0.9%** | **Multi-Utilities – 0.9%** | **Multi-Utilities – 0.9%** | **Multi-Utilities – 0.9%** |
|  ACEA SpA | 1863 |  | 28559 |
|  Algonquin Power & Utilities Corp.<sup>(a)</sup> | 120184 |  | 876168 |
|  CenterPoint Energy, Inc. | 22089 |  | 665321 |
|  Consolidated Edison, Inc. | 12452 |  | 1186800 |
|  DTE Energy Co. | 6698 |  | 779446 |
|  E.ON SE | 70903 |  | 773049 |
|  National Grid PLC | 169589 |  | 2155967 |
|  NiSource, Inc. | 14250 |  | 395437 |
|  NorthWestern Corp. | 2027 |  | 115134 |
|  Sempra Energy | 14646 |  | 2348193 |
|  United Utilities Group PLC | 29832 |  | 390354 |
|  Unitil Corp. | 562 |  | 29319 |
|  |  |  | 9743747 |
|  **Water Utilities – 0.5%** | **Water Utilities – 0.5%** | **Water Utilities – 0.5%** | **Water Utilities – 0.5%** |
|  American States Water Co. | 5439 |  | 512190 |
|  American Water Works Co., Inc. | 10145 |  | 1587591 |
|  Beijing Enterprises Water Group Ltd. | 3246385 |  | 829568 |
|  California Water Service Group | 11012 |  | 673604 |
|  China Water Affairs Group Ltd. | 37713 |  | 32779 |
|  Cia de Saneamento Basico do Estado de Sao Paulo (ADR) | 14951 |  | 164610 |
|  Essential Utilities, Inc. | 8375 |  | 391364 |
|  Middlesex Water Co. | 3901 |  | 327138 |
|  Pennon Group PLC | 11416 |  | 129595 |
|  Severn Trent PLC | 11083 |  | 385698 |
|  SJW Group | 10843 |  | 839357 |
|  |  |  | 5873494 |
|  |  |  | 53644831 |
|  **Software & Services – 2.0%** | **Software & Services – 2.0%** | **Software & Services – 2.0%** | **Software & Services – 2.0%** |
|  **Application Software – 0.6%** | **Application Software – 0.6%** | **Application Software – 0.6%** | **Application Software – 0.6%** |
|  Autodesk, Inc.<sup>(c)</sup> | 3745 |  | 805774 |
|  Cadence Design Systems, Inc.<sup>(c)</sup> | 9038 |  | 1652418 |
|  Dropbox, Inc. - Class A<sup>(c)</sup> | 63871 |  | 1483723 |
|  Fair Isaac Corp.<sup>(c)</sup> | 1554 |  | 1034886 |
|  Roper Technologies, Inc. | 2046 |  | 873131 |
|  Sage Group PLC (The) | 52028 |  | 499868 |
|  |  |  | 6349800 |
|  **Data Processing & Outsourced Services – 0.4%** | **Data Processing & Outsourced Services – 0.4%** | **Data Processing & Outsourced Services – 0.4%** | **Data Processing & Outsourced Services – 0.4%** |
|  Automatic Data Processing, Inc. | 414 |  | 93485 |
|  Mastercard, Inc. - Class A | 6359 |  | 2356646 |
|  Visa, Inc. - Class A | 6240 |  | 1436510 |
|  |  |  | 3886641 |
|  **Internet Services & Infrastructure – 0.1%** | **Internet Services & Infrastructure – 0.1%** | **Internet Services & Infrastructure – 0.1%** | **Internet Services & Infrastructure – 0.1%** |
|  VeriSign, Inc.<sup>(c)</sup> | 6706 |  | 1462243 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **IT Consulting & Other Services – 0.1%** | **IT Consulting & Other Services – 0.1%** | **IT Consulting & Other Services – 0.1%** |
|  Gartner, Inc.<sup>(c)</sup> | 4451 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505061 |
|  Kyndryl Holdings, Inc.<sup>(c)</sup> | 608 | 8141 |
|  |  | 1513202 |
|  **Systems Software – 0.8%** | **Systems Software – 0.8%** | **Systems Software – 0.8%** |
|  CyberArk Software Ltd.<sup>(c)</sup> | 774 | 109041 |
|  Fortinet, Inc.<sup>(c)</sup> | 22046 | 1153888 |
|  Microsoft Corp. | 20962 | 5194593 |
|  Palo Alto Networks, Inc.<sup>(c)</sup> | 3974 | 630435 |
|  ServiceNow, Inc.<sup>(c)</sup> | 2096 | 953953 |
|  |  | 8041910 |
|  |  | 21253796 |
|  **Pharmaceuticals & Biotechnology – 1.7%** | **Pharmaceuticals & Biotechnology – 1.7%** | **Pharmaceuticals & Biotechnology – 1.7%** |
|  **Biotechnology – 0.2%** | **Biotechnology – 0.2%** | **Biotechnology – 0.2%** |
|  AbbVie, Inc. | 6883 | 1016963 |
|  Neurocrine Biosciences, Inc.<sup>(c)</sup> | 5435 | 602905 |
|  |  | 1619868 |
|  **Life Sciences Tools & Services – 0.5%** | **Life Sciences Tools & Services – 0.5%** | **Life Sciences Tools & Services – 0.5%** |
|  Bio-Techne Corp. | 1587 | 126420 |
|  Danaher Corp. | 2891 | 764323 |
|  Eurofins Scientific SE | 13554 | 972225 |
|  Mettler-Toledo International, Inc.<sup>(c)</sup> | 974 | 1493064 |
|  Waters Corp.<sup>(c)</sup> | 6308 | 2072683 |
|  WuXi AppTec Co., Ltd.<sup>(b)</sup> | 29100 | 378126 |
|  |  | 5806841 |
|  **Pharmaceuticals – 1.0%** | **Pharmaceuticals – 1.0%** | **Pharmaceuticals – 1.0%** |
|  Bayer AG (REG) | 20057 | 1248447 |
|  Elanco Animal Health, Inc.<sup>(c)</sup> | 96959 | 1331247 |
|  Eli Lilly & Co. | 6208 | 2136483 |
|  Novo Nordisk A/S - Class B | 15120 | 2092453 |
|  Pfizer, Inc. | 42420 | 1873267 |
|  Roche Holding AG (BR) | 1253 | 458649 |
|  Roche Holding AG (Genusschein) | 3111 | 971162 |
|  Zoetis, Inc. | 4367 | 722695 |
|  |  | 10834403 |
|  |  | 18261112 |
|  **Food Beverage & Tobacco – 1.3%** | **Food Beverage & Tobacco – 1.3%** | **Food Beverage & Tobacco – 1.3%** |
|  **Agricultural Products – 0.3%** | **Agricultural Products – 0.3%** | **Agricultural Products – 0.3%** |
|  Archer-Daniels-Midland Co. | 12535 | 1038525 |
|  Bunge Ltd. | 13809 | 1368472 |
|  Darling Ingredients, Inc.<sup>(c)</sup> | 11269 | 747022 |
|  |  | 3154019 |
|  **Distillers & Vintners – 0.1%** | **Distillers & Vintners – 0.1%** | **Distillers & Vintners – 0.1%** |
|  Kweichow Moutai Co., Ltd. - Class A | 1600 | 438672 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Packaged Foods & Meats – 0.8%** | **Packaged Foods & Meats – 0.8%** | **Packaged Foods & Meats – 0.8%** |
|  Danone SA | 14623 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801914 |
|  Hershey Co. (The) | 5954 | 1337268 |
|  Hormel Foods Corp. | 12839 | 581735 |
|  JBS SA | 197000 | 779261 |
|  Maple Leaf Foods, Inc. | 40085 | 761903 |
|  Marfrig Global Foods SA | 551800 | 836999 |
|  Mowi ASA | 45997 | 850561 |
|  Nestle SA (REG) | 1875 | 228767 |
|  Pilgrim's Pride Corp.<sup>(c)</sup> | 34951 | 848610 |
|  Sao Martinho SA | 140500 | 692218 |
|  Tyson Foods, Inc. - Class A | 15765 | 1036549 |
|  |  | 8755785 |
|  **Tobacco – 0.1%** | **Tobacco – 0.1%** | **Tobacco – 0.1%** |
|  Imperial Brands PLC | 57509 | 1442683 |
|  |  | 13791159 |
|  **Transportation – 1.0%** | **Transportation – 1.0%** | **Transportation – 1.0%** |
|  **Air Freight & Logistics – 0.1%** | **Air Freight & Logistics – 0.1%** | **Air Freight & Logistics – 0.1%** |
|  Expeditors International of Washington, Inc. | 5353 | 578927 |
|  **Airlines – 0.1%** | **Airlines – 0.1%** | **Airlines – 0.1%** |
|  Deutsche Lufthansa AG (REG)<sup>(c)</sup> | 150131 | 1590594 |
|  **Airport Services – 0.2%** | **Airport Services – 0.2%** | **Airport Services – 0.2%** |
|  Aena SME SA<sup>(b) (c)</sup> | 3216 | 483201 |
|  Aeroports de Paris<sup>(c)</sup> | 1212 | 188027 |
|  Auckland International Airport Ltd.<sup>(c)</sup> | 52647 | 289745 |
|  Beijing Capital International Airport Co., Ltd. - Class H<sup>(c)</sup> | 72914 | 55455 |
|  Flughafen Zurich AG (REG)<sup>(c)</sup> | 833 | 151767 |
|  Fraport AG Frankfurt Airport Services Worldwide<sup>(c)</sup> | 1618 | 92082 |
|  Grupo Aeroportuario del Centro Norte SAB de CV (ADR) | 1489 | 108771 |
|  Grupo Aeroportuario del Pacifico SAB de CV (ADR) | 1585 | 273524 |
|  Grupo Aeroportuario del Sureste SAB de CV (ADR) | 825 | 224400 |
|  Japan Airport Terminal Co., Ltd.<sup>(c)</sup> | 4060 | 211625 |
|  |  | 2078597 |
|  **Highways & Railtracks – 0.6%** | **Highways & Railtracks – 0.6%** | **Highways & Railtracks – 0.6%** |
|  Atlas Arteria Ltd. | 53126 | 258374 |
|  Getlink SE | 17565 | 297090 |
|  Jiangsu Expressway Co., Ltd. - Class H | 53270 | 52465 |
|  Shenzhen Expressway Corp. Ltd. - Class H | 26720 | 24433 |
|  Transurban Group | 551883 | 5410737 |
|  Yuexiu Transport Infrastructure Ltd. | 40845 | 24170 |
|  |  | 6067269 |
|  **Marine Ports & Services – 0.0%** | **Marine Ports & Services – 0.0%** | **Marine Ports & Services – 0.0%** |
|  China Merchants Port Holdings Co., Ltd. | 58371 | 81826 |
|  COSCO SHIPPING Ports Ltd. | 73742 | 55786 |
|  Hutchison Port Holdings Trust<sup>(a)</sup> | 220250 | 45317 |
|  Westshore Terminals Investment Corp.<sup>(a)</sup> | 1605 | 29566 |
|  |  | 212495 |
|  |  | 10527882 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Banks – 0.8%** | **Banks – 0.8%** | **Banks – 0.8%** |
|  **Diversified Banks – 0.7%** | **Diversified Banks – 0.7%** | **Diversified Banks – 0.7%** |
|  Banco Bilbao Vizcaya Argentaria SA | 84913 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599806 |
|  Barclays PLC | 199241 | 458013 |
|  Commerzbank AG<sup>(c)</sup> | 93729 | 1071457 |
|  FinecoBank Banca Fineco SpA | 49473 | 888132 |
|  JPMorgan Chase & Co. | 10337 | 1446767 |
|  NatWest Group PLC | 110740 | 422479 |
|  Oversea-Chinese Banking Corp., Ltd. | 67400 | 665936 |
|  Skandinaviska Enskilda Banken AB - Class A | 72234 | 874451 |
|  Societe Generale SA | 36108 | 1074811 |
|  Standard Chartered PLC | 100121 | 840978 |
|  |  | 8342830 |
|  **Regional Banks – 0.1%** | **Regional Banks – 0.1%** | **Regional Banks – 0.1%** |
|  Resona Holdings, Inc. | 153700 | 850533 |
|  |  | 9193363 |
|  **Information Technology – 0.8%** | **Information Technology – 0.8%** | **Information Technology – 0.8%** |
|  **Technology Hardware, Storage & Peripherals – 0.8%** | **Technology Hardware, Storage & Peripherals – 0.8%** | **Technology Hardware, Storage & Peripherals – 0.8%** |
|  Apple, Inc. | 47429 | 6843530 |
|  NetApp, Inc. | 11564 | 765884 |
|  Ricoh Co., Ltd. | 185500 | 1439965 |
|  |  | 9049379 |
|  **Health Care Equipment & Services – 0.8%** | **Health Care Equipment & Services – 0.8%** | **Health Care Equipment & Services – 0.8%** |
|  **Health Care Distributors – 0.2%** | **Health Care Distributors – 0.2%** | **Health Care Distributors – 0.2%** |
|  AmerisourceBergen Corp. | 8982 | 1517599 |
|  McKesson Corp. | 1940 | 734639 |
|  |  | 2252238 |
|  **Health Care Equipment – 0.3%** | **Health Care Equipment – 0.3%** | **Health Care Equipment – 0.3%** |
|  Dexcom, Inc.<sup>(c)</sup> | 9171 | 982122 |
|  GE Healthcare, Inc.<sup>(c)</sup> | 3353 | 233101 |
|  Hologic, Inc.<sup>(c)</sup> | 5181 | 421578 |
|  IDEXX Laboratories, Inc.<sup>(c)</sup> | 2885 | 1386242 |
|  |  | 3023043 |
|  **Health Care Services – 0.0%** | **Health Care Services – 0.0%** | **Health Care Services – 0.0%** |
|  Abiomed, Inc.<sup>(c) (d) (e)</sup> | 1321 | 0 |
|  **Health Care Supplies – 0.1%** | **Health Care Supplies – 0.1%** | **Health Care Supplies – 0.1%** |
|  Coloplast A/S - Class B | 10403 | 1256000 |
|  **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** |
|  Veeva Systems, Inc. - Class A<sup>(c)</sup> | 1236 | 210800 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Managed Health Care – 0.2%** | **Managed Health Care – 0.2%** | **Managed Health Care – 0.2%** |
|  Centene Corp.<sup>(c)</sup> | 17394 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326119 |
|  Humana, Inc. | 357 | 182677 |
|  Molina Healthcare, Inc.<sup>(c)</sup> | 2306 | 719080 |
|  |  | 2227876 |
|  |  | 8969957 |
|  **Semiconductors & Semiconductor Equipment – 0.8%** | **Semiconductors & Semiconductor Equipment – 0.8%** | **Semiconductors & Semiconductor Equipment – 0.8%** |
|  **Semiconductor Equipment – 0.5%** | **Semiconductor Equipment – 0.5%** | **Semiconductor Equipment – 0.5%** |
|  Applied Materials, Inc. | 11518 | 1284142 |
|  ASML Holding NV | 1672 | 1106275 |
|  Enphase Energy, Inc.<sup>(c)</sup> | 4168 | 922712 |
|  KLA Corp. | 1101 | 432121 |
|  SolarEdge Technologies, Inc.<sup>(c)</sup> | 1841 | 587518 |
|  Xinyi Solar Holdings Ltd. | 502000 | 653083 |
|  |  | 4985851 |
|  **Semiconductors – 0.3%** | **Semiconductors – 0.3%** | **Semiconductors – 0.3%** |
|  Canadian Solar, Inc.<sup>(c)</sup> | 19556 | 822721 |
|  LONGi Green Energy Technology Co., Ltd. - Class A<sup>(c)</sup> | 99732 | 714922 |
|  NVIDIA Corp. | 5551 | 1084499 |
|  QUALCOMM, Inc. | 3131 | 417080 |
|  Wolfspeed, Inc.<sup>(a) (c)</sup> | 6005 | 462445 |
|  |  | 3501667 |
|  |  | 8487518 |
|  **Consumer Services – 0.8%** | **Consumer Services – 0.8%** | **Consumer Services – 0.8%** |
|  **Casinos & Gaming – 0.1%** | **Casinos & Gaming – 0.1%** | **Casinos & Gaming – 0.1%** |
|  Caesars Entertainment, Inc.<sup>(c)</sup> | 7512 | 391075 |
|  La Francaise des Jeux SAEM<sup>(b)</sup> | 2810 | 120234 |
|  |  | 511309 |
|  **Hotels, Resorts & Cruise Lines – 0.3%** | **Hotels, Resorts & Cruise Lines – 0.3%** | **Hotels, Resorts & Cruise Lines – 0.3%** |
|  Booking Holdings, Inc.<sup>(c)</sup> | 175 | 425968 |
|  Hyatt Hotels Corp. - Class A<sup>(c)</sup> | 15560 | 1697907 |
|  Marriott International, Inc./MD - Class A | 8641 | 1505089 |
|  |  | 3628964 |
|  **Restaurants – 0.3%** | **Restaurants – 0.3%** | **Restaurants – 0.3%** |
|  Chipotle Mexican Grill, Inc.<sup>(c)</sup> | 159 | 261774 |
|  Domino's Pizza, Inc. | 3637 | 1283861 |
|  Sodexo SA | 14611 | 1448430 |
|  Yum! Brands, Inc. | 1160 | 151392 |
|  |  | 3145457 |
|  **Specialized Consumer Services – 0.1%** | **Specialized Consumer Services – 0.1%** | **Specialized Consumer Services – 0.1%** |
|  WW International, Inc.<sup>(c)</sup> | 191836 | 953425 |
|  |  | 8239155 |
|  **Retailing – 0.7%** | **Retailing – 0.7%** | **Retailing – 0.7%** |
|  **Department Stores – 0.0%** | **Department Stores – 0.0%** | **Department Stores – 0.0%** |
|  Next PLC | 1904 | 155888 |
|  **General Merchandise Stores – 0.1%** | **General Merchandise Stores – 0.1%** | **General Merchandise Stores – 0.1%** |
|  Cie Financiere Richemont SA (REG) | 7742 | 1193485 |
|  Dollarama, Inc.<sup>(a)</sup> | 3668 | 219355 |
|  |  | 1412840 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Home Improvement Retail – 0.1%** | **Home Improvement Retail – 0.1%** | **Home Improvement Retail – 0.1%** |
|  Home Depot, Inc. (The) | 2094 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678812 |
|  **Internet & Direct Marketing Retail – 0.3%** | **Internet & Direct Marketing Retail – 0.3%** | **Internet & Direct Marketing Retail – 0.3%** |
|  Amazon.com, Inc.<sup>(c)</sup> | 27448 | 2830712 |
|  Chewy, Inc. - Class A<sup>(a) (c)</sup> | 2414 | 108775 |
|  |  | 2939487 |
|  **Specialty Stores – 0.2%** | **Specialty Stores – 0.2%** | **Specialty Stores – 0.2%** |
|  Tractor Supply Co. | 4597 | 1048070 |
|  Ulta Beauty, Inc.<sup>(c)</sup> | 3037 | 1560897 |
|  |  | 2608967 |
|  |  | 7795994 |
|  **Commercial & Professional Services – 0.7%** | **Commercial & Professional Services – 0.7%** | **Commercial & Professional Services – 0.7%** |
|  **Diversified Support Services – 0.0%** | **Diversified Support Services – 0.0%** | **Diversified Support Services – 0.0%** |
|  Brambles Ltd. | 37557 | 319368 |
|  **Environmental & Facilities Services – 0.5%** | **Environmental & Facilities Services – 0.5%** | **Environmental & Facilities Services – 0.5%** |
|  Aker Carbon Capture ASA<sup>(c)</sup> | 375776 | 556978 |
|  Casella Waste Systems, Inc. - Class A<sup>(c)</sup> | 7381 | 591366 |
|  Clean Harbors, Inc.<sup>(c)</sup> | 7867 | 1025070 |
|  Republic Services, Inc. | 5882 | 734191 |
|  Rollins, Inc. | 32553 | 1184929 |
|  Tetra Tech, Inc. | 4370 | 679622 |
|  Waste Management, Inc. | 4122 | 637797 |
|  |  | 5409953 |
|  **Research & Consulting Services – 0.2%** | **Research & Consulting Services – 0.2%** | **Research & Consulting Services – 0.2%** |
|  Booz Allen Hamilton Holding Corp. | 12022 | 1137762 |
|  Nihon M&A Center Holdings, Inc. | 30500 | 311814 |
|  Thomson Reuters Corp. | 4261 | 506882 |
|  |  | 1956458 |
|  |  | 7685779 |
|  **Insurance – 0.7%** | **Insurance – 0.7%** | **Insurance – 0.7%** |
|  **Insurance Brokers – 0.1%** | **Insurance Brokers – 0.1%** | **Insurance Brokers – 0.1%** |
|  Willis Towers Watson PLC | 4129 | 1049550 |
|  **Life & Health Insurance – 0.3%** | **Life & Health Insurance – 0.3%** | **Life & Health Insurance – 0.3%** |
|  Japan Post Holdings Co., Ltd. | 67800 | 595247 |
|  Japan Post Insurance Co., Ltd. | 66000 | 1177438 |
|  Manulife Financial Corp. | 3927 | 77711 |
|  Principal Financial Group, Inc. | 16506 | 1527630 |
|  |  | 3378026 |
|  **Multi-line Insurance – 0.2%** | **Multi-line Insurance – 0.2%** | **Multi-line Insurance – 0.2%** |
|  American International Group, Inc. | 24366 | 1540419 |
|  Aviva PLC | 104188 | 587604 |
|  |  | 2128023 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Property & Casualty Insurance – 0.1%** | **Property & Casualty Insurance – 0.1%** | **Property & Casualty Insurance – 0.1%** |
|  Arch Capital Group Ltd.<sup>(c)</sup> | 5681 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365572 |
|  Fidelity National Financial, Inc. | 14521 | 639360 |
|  |  | 1004932 |
|  |  | 7560531 |
|  **Telecommunication Services – 0.6%** | **Telecommunication Services – 0.6%** | **Telecommunication Services – 0.6%** |
|  **Integrated Telecommunication Services – 0.6%** | **Integrated Telecommunication Services – 0.6%** | **Integrated Telecommunication Services – 0.6%** |
|  Cellnex Telecom SA<sup>(b) (c)</sup> | 61475 | 2409081 |
|  China Tower Corp. Ltd. - Class H<sup>(b)</sup> | 2034212 | 231129 |
|  Elisa Oyj | 1904 | 108477 |
|  Eutelsat Communications SA | 7262 | 55535 |
|  Helios Towers PLC<sup>(c)</sup> | 19257 | 25403 |
|  Infrastrutture Wireless Italiane SpA<sup>(b)</sup> | 172623 | 1891737 |
|  RAI Way SpA<sup>(b)</sup> | 4165 | 23788 |
|  Spark New Zealand Ltd. | 422119 | 1423273 |
|  Vantage Towers AG | 3983 | 145636 |
|  |  | 6314059 |
|  **Wireless Telecommunication Services – 0.0%** | **Wireless Telecommunication Services – 0.0%** | **Wireless Telecommunication Services – 0.0%** |
|  SoftBank Corp.<sup>(a)</sup> | 11600 | 132728 |
|  |  | 6446787 |
|  **Diversified Financials – 0.6%** | **Diversified Financials – 0.6%** | **Diversified Financials – 0.6%** |
|  **Asset Management & Custody Banks – 0.3%** | **Asset Management & Custody Banks – 0.3%** | **Asset Management & Custody Banks – 0.3%** |
|  Ameriprise Financial, Inc. | 4556 | 1595147 |
|  Brookfield Infrastructure Corp. - Class A<sup>(a)</sup> | 4253 | 188068 |
|  Carlyle Group, Inc. (The) | 28721 | 1033094 |
|  Hicl Infrastructure PLC | 88878 | 182063 |
|  |  | 2998372 |
|  **Investment Banking & Brokerage – 0.1%** | **Investment Banking & Brokerage – 0.1%** | **Investment Banking & Brokerage – 0.1%** |
|  Goldman Sachs Group, Inc. (The) | 4362 | 1595663 |
|  **Mortgage REITs – 0.2%** | **Mortgage REITs – 0.2%** | **Mortgage REITs – 0.2%** |
|  Annaly Capital Management, Inc. | 47211 | 1108042 |
|  Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 19021 | 702065 |
|  |  | 1810107 |
|  |  | 6404142 |
|  **Consumer Durables & Apparel – 0.6%** | **Consumer Durables & Apparel – 0.6%** | **Consumer Durables & Apparel – 0.6%** |
|  **Apparel, Accessories & Luxury Goods – 0.1%** | **Apparel, Accessories & Luxury Goods – 0.1%** | **Apparel, Accessories & Luxury Goods – 0.1%** |
|  Pandora A/S | 8909 | 741860 |
|  **Consumer Electronics – 0.1%** | **Consumer Electronics – 0.1%** | **Consumer Electronics – 0.1%** |
|  Panasonic Holdings Corp.<sup>(a)</sup> | 90000 | 834603 |
|  **Homebuilding – 0.4%** | **Homebuilding – 0.4%** | **Homebuilding – 0.4%** |
|  Desarrolladora Homex SAB de CV<sup>(c)</sup> | 1590 | 2 |
|  Ez Tec Empreendimentos e Participacoes SA | 395700 | 1141975 |
|  Installed Building Products, Inc. | 6912 | 760942 |
|  Open House Group Co., Ltd.<sup>(a)</sup> | 11400 | 431265 |
|  PulteGroup, Inc. | 34020 | 1935398 |
|  Urbi Desarrollos Urbanos SAB de CV<sup>(c)</sup> | 9 | 3 |
|  |  | 4269585 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Leisure Products – 0.0%** | **Leisure Products – 0.0%** | **Leisure Products – 0.0%** |
|  BRP, Inc. | 4421 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368918 |
|  |  | 6214966 |
|  **Media & Entertainment – 0.6%** | **Media & Entertainment – 0.6%** | **Media & Entertainment – 0.6%** |
|  **Advertising – 0.0%** | **Advertising – 0.0%** | **Advertising – 0.0%** |
|  Dentsu Group, Inc. | 4600 | 148161 |
|  **Cable & Satellite – 0.0%** | **Cable & Satellite – 0.0%** | **Cable & Satellite – 0.0%** |
|  SES SA | 16776 | 130184 |
|  **Interactive Home Entertainment – 0.2%** | **Interactive Home Entertainment – 0.2%** | **Interactive Home Entertainment – 0.2%** |
|  Electronic Arts, Inc. | 11714 | 1507357 |
|  **Interactive Media & Services – 0.3%** | **Interactive Media & Services – 0.3%** | **Interactive Media & Services – 0.3%** |
|  Alphabet, Inc. - Class A<sup>(c)</sup> | 17414 | 1721200 |
|  Alphabet, Inc. - Class C<sup>(c)</sup> | 16005 | 1598419 |
|  Tencent Holdings Ltd. | 6500 | 316738 |
|  |  | 3636357 |
|  **Movies & Entertainment – 0.1%** | **Movies & Entertainment – 0.1%** | **Movies & Entertainment – 0.1%** |
|  Live Nation Entertainment, Inc.<sup>(c)</sup> | 9695 | 780351 |
|  |  | 6202410 |
|  **Technology Hardware & Equipment – 0.3%** | **Technology Hardware & Equipment – 0.3%** | **Technology Hardware & Equipment – 0.3%** |
|  **Electronic Components – 0.1%** | **Electronic Components – 0.1%** | **Electronic Components – 0.1%** |
|  Samsung SDI Co., Ltd. | 1080 | 605234 |
|  **Electronic Equipment & Instruments – 0.1%** | **Electronic Equipment & Instruments – 0.1%** | **Electronic Equipment & Instruments – 0.1%** |
|  Itron, Inc.<sup>(c)</sup> | 12112 | 696077 |
|  Landis+Gyr Group AG<sup>(c)</sup> | 12945 | 953680 |
|  |  | 1649757 |
|  **Technology Distributors – 0.1%** | **Technology Distributors – 0.1%** | **Technology Distributors – 0.1%** |
|  CDW Corp./DE | 7078 | 1387500 |
|  |  | 3642491 |
|  **Automobiles & Components – 0.3%** | **Automobiles & Components – 0.3%** | **Automobiles & Components – 0.3%** |
|  **Auto Parts & Equipment – 0.2%** | **Auto Parts & Equipment – 0.2%** | **Auto Parts & Equipment – 0.2%** |
|  Aisin Corp. | 35800 | 1044483 |
|  BorgWarner, Inc. | 18162 | 858700 |
|  |  | 1903183 |
|  **Automobile Manufacturers – 0.1%** | **Automobile Manufacturers – 0.1%** | **Automobile Manufacturers – 0.1%** |
|  Tesla, Inc.<sup>(c)</sup> | 7041 | 1219642 |
|  |  | 3122825 |
|  **Industrials – 0.3%** | **Industrials – 0.3%** | **Industrials – 0.3%** |
|  **Machinery – 0.3%** | **Machinery – 0.3%** | **Machinery – 0.3%** |
|  AGCO Corp. | 7573 | 1046058 |
|  CNH Industrial NV | 61567 | 1089204 |
|  Deere & Co. | 1635 | 691343 |
|  |  | 2826605 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Food & Staples Retailing – 0.2%** | **Food & Staples Retailing – 0.2%** | **Food & Staples Retailing – 0.2%** |
|  **Food Distributors – 0.1%** | **Food Distributors – 0.1%** | **Food Distributors – 0.1%** |
|  Sysco Corp. | 12962 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004037 |
|  **Food Retail – 0.1%** | **Food Retail – 0.1%** | **Food Retail – 0.1%** |
|  Alimentation Couche-Tard, Inc. | 16290 | 743888 |
|  George Weston Ltd. | 1422 | 182935 |
|  Kroger Co. (The) | 8650 | 386049 |
|  |  | 1312872 |
|  |  | 2316909 |
|  **Household & Personal Products – 0.1%** | **Household & Personal Products – 0.1%** | **Household & Personal Products – 0.1%** |
|  **Household Products – 0.1%** | **Household Products – 0.1%** | **Household Products – 0.1%** |
|  Colgate-Palmolive Co. | 19992 | 1490004 |
|  **Health Care – 0.1%** | **Health Care – 0.1%** | **Health Care – 0.1%** |
|  **Biotechnology – 0.1%** | **Biotechnology – 0.1%** | **Biotechnology – 0.1%** |
|  Genmab A/S<sup>(c)</sup> | 1764 | 691305 |
|  Total Common Stocks <br>(cost $743,556,290) |  | 781709003 |
|  **INVESTMENT COMPANIES – 1.2%** | **INVESTMENT COMPANIES – 1.2%** | **INVESTMENT COMPANIES – 1.2%** |
|  **Funds and Investment Trusts – 1.2%<sup>(f)</sup>** |  |  |
|  3i Infrastructure PLC | 27300 | 112753 |
|  JPMorgan Alerian MLP Index ETN<sup>(a)</sup> | 226380 | 5240697 |
|  VanEck Agribusiness ETF<sup>(a)</sup> | 45479 | 4180884 |
|  VanEck Gold Miners ETF/USA | 103210 | 3304784 |
|  Total Investment Companies <br>(cost $10,365,868) |  | 12839118 |
|  **SHORT-TERM INVESTMENTS – 23.0%** |  |  |
|  **Investment Companies – 23.0%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.15%<sup>(f) (g) (h)</sup> <br>(cost $246,419,988) | 246419988 | 246419988 |
|  **Total Investments Before Security Lending Collateral for Securities Loaned – 97.0%** <br> (cost $1,000,342,146) |  | 1040968109 |
|  **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.8%** |  |  |
|  **Investment Companies – 0.8%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.15%<sup>(f) (g) (h)</sup>(cost $8,844,044) | 8844044 | 8844044 |

---

------

---

| | |
|:---|:---|
| | **U.S. $ Value** |
|  **Total Investments – 97.8%** <br> (cost $1,009,186,190)<sup>(i)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049812153 |
|  Other assets less liabilities – 2.2% | 23800478 |
|  **Net Assets – 100.0%** | $**1073612631** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of**<br> **Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Brent Crude Futures | 65 | March 2023 | $5536050 | $329790 |
| Brent Crude Futures | 284 | May 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23944040 | (218983) |
| Coffee Robusta Futures | 131 | March 2023 | 2760170 | 292309 |
| Coffee 'C' Futures | 132 | July 2023 | 8957025 | 1170767 |
| Copper Futures | 167 | March 2023 | 17643550 | 2168629 |
| Corn Futures | 474 | July 2023 | 15766425 | (64135) |
| Cotton No.2 Futures | 102 | July 2023 | 4460460 | 117257 |
| Gasoline RBOB Futures | 66 | June 2023 | 7277609 | (38129) |
| Gold 100 OZ Futures | 262 | April 2023 | 50966860 | 180107 |
| KC HRW Wheat Futures | 182 | September 2023 | 7855575 | 306175 |
| Lean Hogs Futures | 205 | June 2023 | 8450100 | 58349 |
| Live Cattle Futures | 128 | April 2023 | 8346880 | 396499 |
| LME Lead Futures | 58 | March 2023 | 3092488 | (69723) |
| LME Nickel Futures | 57 | March 2023 | 10344132 | 588792 |
| LME Primary Aluminum Futures | 273 | March 2023 | 1793951**2** | 1847786 |
| LME Zinc Futures | 112 | March 2023 | 9516528 | 1095037 |
| Low SU Gasoil Futures | 120 | July 2023 | 9897000 | (81686) |
| Natural Gas Futures | 587 | February 2023 | 15755080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14097401) |
| NY Harbor ULSD Futures | 70 | June 2023 | 8417220 | (79318) |
| Platinum Futures | 44 | April 2023 | 2246420 | (6870) |
| Silver Futures | 100 | March 2023 | 11918000 | 1118073 |
| Soybean Futures | 213 | July 2023 | 16174688 | 51522 |
| Soybean Meal Futures | 194 | July 2023 | 8852220 | 103026 |
| Soybean Oil Futures | 260 | July 2023 | 9720360 | (154224) |
| Sugar 11 (World) Futures | 315 | September 2023 | 6777288 | 524727 |
| Wheat (CBT) Futures | 284 | September 2023 | 11044050 | 285335 |
| WTI Crude Futures | 69 | April 2023 | 5477220 | 269947 |
| WTI Crude Futures | 324 | June 2023 | 25638120 | (409269) |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Euro STOXX 50 Index Futures | 31 | March 2023 | 1405696 | (5447**3**) |
| FTSE 100 Index Futures | 5 | March 2023 | 477698 | (15486) |
| LME Primary Aluminum Futures | 25 | March 2023 | 1642813 | (125375) |
| S&P 500 E-Mini Futures | 22 | March 2023 | 4499000 | (133906) |
| S&P/TSX 60 Index Futures | 2 | March 2023 | 376957 | (13124) |
| SPI 200 Futures | 3 | March 2023 | 393070 | (15892) |
| TOPIX Index Futures | 2 | March 2023 | 303538 | (5258) |
|  |  |  |  | $(4679125) |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 | 02/02/2023 | $2808 |
| Bank of America, NA | USD | 597 | SEK | 6253 | 02/03/2023 | 1312 |
| Bank of America, NA | JPY | 433876 | USD | 3389 | 02/09/2023 | 52352 |
| Bank of America, NA | USD | 1929 | JPY | 247448 | 02/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25952) |
| Bank of America, NA | GBP | 1775 | USD | 2198 | 02/15/2023 | 8677 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | JPY | 261834 | USD | 2047 | 02/15/2023 | $31619 |
| Bank of America, NA | USD | 2721 | AUD | 3876 | 02/15/2023 | 16485 |
| Bank of America, NA | USD | 21265 | CAD | 28555 | 02/15/2023 | 197789 |
| Bank of America, NA | USD | 4985 | GBP | 4105 | 02/15/2023 | 76986 |
| Bank of America, NA | USD | 1916 | NOK | 18858 | 02/15/2023 | (25331) |
| Bank of America, NA | USD | 1706 | SEK | 17806 | 02/15/2023 | (2144) |
| Bank of America, NA | CNH | 36213 | USD | 5192 | 02/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173393) |
| Bank of America, NA | USD | 6660 | CNH | 45818 | 02/16/2023 | 128419 |
| Bank of America, NA | ZAR | 32993 | USD | 1929 | 02/16/2023 | 34989 |
| Bank of America, NA | EUR | 2197 | USD | 2382 | 02/27/2023 | (10682) |
| Bank of America, NA | USD | 4496 | EUR | 4209 | 02/27/2023 | 87413 |
| Bank of America, NA | INR | 521885 | USD | 6395 | 03/16/2023 | 32208 |
| Bank of America, NA | MXN | 23667 | USD | 1251 | 03/16/2023 | 3972 |
| Bank of America, NA | TWD | 290458 | USD | 9604 | 03/16/2023 | (119324) |
| Bank of America, NA | USD | 5238 | INR | 435733 | 03/16/2023 | 74842 |
| Bank of America, NA | USD | 4915 | MXN | 93427 | 03/16/2023 | 8958 |
| Bank of America, NA | USD | 1729 | MXN | 32703 | 03/16/2023 | (5571) |
| Bank of America, NA | CLP | 2985720 | USD | 3620 | 03/17/2023 | (105513) |
| Bank of America, NA | PEN | 29074 | USD | 7647 | 03/17/2023 | 113173 |
| Bank of America, NA | PEN | 32202 | USD | 8300 | 03/17/2023 | (44750) |
| Bank of America, NA | USD | 5177 | COP | 24943056 | 03/17/2023 | 119548 |
| Bank of America, NA | USD | 2109 | COP | 9898374 | 03/17/2023 | (7280) |
| Bank of America, NA | GBP | 1240 | USD | 1512 | 03/24/2023 | (18029) |
| Bank of America, NA | IDR | 126095161 | USD | 8364 | 04/13/2023 | (34550) |
| Bank of America, NA | USD | 1165 | AUD | 1636 | 04/13/2023 | (6850) |
| Bank of America, NA | USD | 4709 | IDR | 70743256 | 04/13/2023 | 2974 |
| Bank of America, NA | USD | 3257 | KRW | 4002579 | 04/26/2023 | (1573) |
| Bank of America, NA | CZK | 117642 | USD | 5345 | 04/27/2023 | (8259) |
| Bank of America, NA | PHP | 359923 | USD | 6590 | 04/27/2023 | 24679 |
| Barclays Bank PLC | NOK | 42515 | USD | 4322 | 02/03/2023 | 62697 |
| Barclays Bank PLC | USD | 7522 | JPY | 978976 | 02/09/2023 | 6036 |
| Barclays Bank PLC | CHF | 15307 | USD | 16510 | 02/15/2023 | (234015) |
| Barclays Bank PLC | SEK | 61734 | USD | 6042 | 02/15/2023 | 134570 |
| Barclays Bank PLC | CNH | 21818 | USD | 3142 | 02/16/2023 | (91032) |
| Barclays Bank PLC | USD | 3528 | CNH | 25323 | 02/16/2023 | 223720 |
| Barclays Bank PLC | USD | 1852 | CNH | 12485 | 02/16/2023 | (2204) |
| Barclays Bank PLC | USD | 1909 | ZAR | 33163 | 02/16/2023 | (5074) |
| Barclays Bank PLC | USD | 1950 | EUR | 1791 | 02/27/2023 | 304 |
| Barclays Bank PLC | MYR | 29601 | USD | 6730 | 03/16/2023 | (238046) |
| Barclays Bank PLC | USD | 10225 | INR | 852018 | 03/16/2023 | 163673 |
| Barclays Bank PLC | USD | 11414 | MXN | 215614 | 03/16/2023 | (49561) |
| Barclays Bank PLC | USD | 10252 | MYR | 44832 | 03/16/2023 | 301680 |
| Barclays Bank PLC | USD | 2699 | TWD | 80693 | 03/16/2023 | 2078 |
| Barclays Bank PLC | USD | 2678 | COP | 12674286 | 03/17/2023 | 12937 |
| Barclays Bank PLC | USD | 1816 | AUD | 2605 | 04/13/2023 | 28127 |
| Barclays Bank PLC | USD | 1399 | KRW | 1725711 | 04/26/2023 | 4446 |
| Barclays Bank PLC | USD | 4623 | PHP | 254293 | 04/27/2023 | 15571 |
| Barclays Bank PLC | USD | 8633 | PHP | 472458 | 04/27/2023 | (15799) |
| BNP Paribas SA | USD | 875 | SEK | 9101 | 02/03/2023 | (5002) |
| BNP Paribas SA | USD | 1430 | CNH | 9948 | 02/16/2023 | 43880 |
| Citibank, NA | USD | 912 | JPY | 126006 | 02/09/2023 | 56823 |
| Deutsche Bank AG | DKK | 23781 | USD | 3315 | 02/03/2023 | (160523) |
| Deutsche Bank AG | NZD | 9586 | USD | 6089 | 02/15/2023 | (108613) |
| Deutsche Bank AG | USD | 977 | CAD | 1311 | 02/15/2023 | 8330 |
| Deutsche Bank AG | USD | 5700 | EUR | 5269 | 02/15/2023 | 33369 |
| Deutsche Bank AG | CNH | 116714 | USD | 16308 | 02/16/2023 | (985160) |
| Deutsche Bank AG | USD | 3222 | CNH | 22311 | 02/16/2023 | 83526 |
| Deutsche Bank AG | USD | 6091 | EUR | 5606 | 02/27/2023 | 13919 |
| Deutsche Bank AG | USD | 1216 | CHF | 1110 | 03/01/2023 | (211) |
| Deutsche Bank AG | MXN | 94447 | USD | 4946 | 03/16/2023 | (32341) |
| Deutsche Bank AG | USD | 12210 | TWD | 367646 | 03/16/2023 | 97018 |
| Deutsche Bank AG | USD | 4318 | PEN | 16620 | 03/17/2023 | (11315) |
| Deutsche Bank AG | PLN | 23247 | USD | 5327 | 04/27/2023 | (5776) |
| Goldman Sachs Bank USA | USD | 5392 | JPY | 698783 | 02/09/2023 | (17983) |
| Goldman Sachs Bank USA | NOK | 95563 | USD | 9635 | 02/15/2023 | 55223 |
| Goldman Sachs Bank USA | USD | 1107 | NZD | 1704 | 02/15/2023 | (5054) |
| Goldman Sachs Bank USA | USD | 1210 | SEK | 12647 | 02/15/2023 | 475 |
| Goldman Sachs Bank USA | USD | 7635 | SEK | 79577 | 02/15/2023 | (19874) |
| Goldman Sachs Bank USA | CNH | 35050 | USD | 4813 | 02/16/2023 | (38027**2**) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Goldman Sachs Bank USA | USD | 2490 | CNH | 17543 | 02/16/2023 | $109305 |
| Goldman Sachs Bank USA | ZAR | 91759 | USD | 5330 | 02/16/2023 | 62862 |
| Goldman Sachs Bank USA | USD | 1196 | INR | 97287 | 03/16/2023 | (9903) |
| Goldman Sachs Bank USA | AUD | 2605 | USD | 1863 | 04/13/2023 | 19383 |
| Goldman Sachs Bank USA | USD | 11621 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;4247368 | 04/27/2023 | (120167) |
| HSBC Bank USA | NOK | 10198 | USD | 1026 | 02/03/2023 | 4287 |
| HSBC Bank USA | USD | 1017 | CAD | 1360 | 03/30/2023 | 5687 |
| HSBC Bank USA | USD | 1198 | AUD | 1709 | 04/13/2023 | 11177 |
| JPMorgan Chase Bank, NA | NZD | 1664 | USD | 1024 | 02/02/2023 | (51353) |
| JPMorgan Chase Bank, NA | USD | 2743 | NZD | 4254 | 02/02/2023 | 7104 |
| JPMorgan Chase Bank, NA | AUD | 3876 | USD | 2691 | 02/15/2023 | (46281) |
| JPMorgan Chase Bank, NA | GBP | 1566 | USD | 1926 | 02/15/2023 | (4973) |
| JPMorgan Chase Bank, NA | USD | 2021 | JPY | 261834 | 02/15/2023 | (5474) |
| JPMorgan Chase Bank, NA | CNH | 17601 | USD | 2530 | 02/16/2023 | (78095) |
| JPMorgan Chase Bank, NA | USD | 3866 | CNH | 27569 | 02/16/2023 | 219220 |
| JPMorgan Chase Bank, NA | USD | 2229 | EUR | 2041 | 02/27/2023 | (6297) |
| JPMorgan Chase Bank, NA | TWD | 77188 | USD | 2540 | 03/16/2023 | (44044) |
| JPMorgan Chase Bank, NA | USD | 3218 | PEN | 12454 | 03/17/2023 | 9079 |
| JPMorgan Chase Bank, NA | USD | 2903 | GBP | 2339 | 03/24/2023 | (16601) |
| JPMorgan Chase Bank, NA | IDR | &nbsp;&nbsp;&nbsp;&nbsp;31600922 | USD | 2105 | 04/13/2023 | (68) |
| JPMorgan Chase Bank, NA | NZD | 4254 | USD | 2744 | 04/20/2023 | (7056) |
| JPMorgan Chase Bank, NA | PHP | 221897 | USD | 4082 | 04/27/2023 | 34646 |
| Morgan Stanley Capital Services, Inc. | NZD | 1652 | USD | 1067 | 02/02/2023 | (908) |
| Morgan Stanley Capital Services, Inc. | USD | 1019 | NZD | 1652 | 02/02/2023 | 48886 |
| Morgan Stanley Capital Services, Inc. | USD | 1052 | CNH | 7405 | 02/16/2023 | 45512 |
| Morgan Stanley Capital Services, Inc. | USD | 1843 | CHF | 1705 | 03/01/2023 | 24720 |
| Morgan Stanley Capital Services, Inc. | MYR | 15230 | USD | 3491 | 03/16/2023 | (9458**3**) |
| Morgan Stanley Capital Services, Inc. | AUD | 1636 | USD | 1144 | 04/13/2023 | (13484) |
| Morgan Stanley Capital Services, Inc. | IDR | 399755 | USD | 26 | 04/13/2023 | (528) |
| Morgan Stanley Capital Services, Inc. | USD | 1067 | NZD | 1652 | 04/20/2023 | 882 |
| Natwest Markets PLC | USD | 1015 | NOK | 10095 | 02/03/2023 | (3617) |
| Natwest Markets PLC | USD | 735 | CNH | 5261 | 02/16/2023 | 44181 |
| Natwest Markets PLC | EUR | 800 | USD | 861 | 02/27/2023 | (10024) |
| State Street Bank & Trust Co. | USD | 891 | SEK | 9430 | 02/03/2023 | 10719 |
| State Street Bank & Trust Co. | JPY | 406825 | USD | 3173 | 02/09/2023 | 44086 |
| State Street Bank & Trust Co. | ZAR | 170 | USD | 10 | 02/16/2023 | 268 |
| State Street Bank & Trust Co. | CHF | 764 | USD | 819 | 03/01/2023 | (17526) |
| State Street Bank & Trust Co. | USD | 234 | CHF | 214 | 03/01/2023 | (3) |
| State Street Bank & Trust Co. | SGD | 2068 | USD | 1533 | 03/02/2023 | (40969) |
| State Street Bank & Trust Co. | THB | 278280 | USD | 8475 | 03/23/2023 | 2680 |
| State Street Bank & Trust Co. | USD | 3080 | THB | 100298 | 03/23/2023 | (26404) |
| State Street Bank & Trust Co. | USD | 1438 | GBP | 1171 | 03/24/2023 | 7478 |
| State Street Bank & Trust Co. | USD | 883 | CAD | 1186 | 03/30/2023 | 8474 |
| State Street Bank & Trust Co. | USD | 811 | HKD | 6310 | 07/12/2023 | (2643) |
| UBS AG | EUR | 7187 | USD | 7587 | 02/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239363) |
| UBS AG | CLP | 4971316 | USD | 5985 | 03/17/2023 | (217991) |
|  |  |  |  |  |  | $(927170) |

---

------

**INFLATION (CPI) SWAPS** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| Citibank, NA | USD | 30950 | 03/18/2031 | 2.378% | CPI# | Maturity | $175171 | $— | $175171 |
| Goldman Sachs International | USD | 53750 | 04/26/2027 | 2.175% | CPI# | Maturity | 2181671 |  | 2181671 |
| Goldman Sachs International | USD | 110190 | 04/25/2030 | 1.900% | CPI# | Maturity | 2846136 |  | 2846136 |
| Goldman Sachs International | USD | 58060 | 03/16/2031 | 2.289% | CPI# | Maturity | 551172 |  | 551172 |
|  |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754150 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754150 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** |  |  |  |
| UBS AG |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; FTSE EPRA/NAREIT Developed Real Estate Index | OBFR plus 0.32% | Quarterly | USD | 49659 | 09/15/2023 | $(2705508) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTSE EPRA/NAREIT Developed Real Estate Index | OBFR plus 0.25% | Quarterly | USD | 1721 | 02/15/2024 | (40459) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTSE EPRA/NAREIT Developed Real Estate Index | OBFR plus 0.25% | Quarterly | USD | 2604 | 02/15/2024 | (61218) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2807185) |

---

*(a)* *Represents entire or partial securities out on loan.* 

*(b)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2023, the aggregate market value of these securities amounted to $13,442,771 or 1.3% of net assets.* 

*(c)* *Non-income producing security.* 

*(d)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(e)* *Fair valued by the Adviser.* 

*(f)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(g)* *Affiliated investments.* 

*(h)* *The rate shown represents the 7-day yield as of period end.* 

*(i)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $104,307,364 and gross unrealized depreciation of investments was $(66,340,733), resulting in net unrealized appreciation of $37,966,631.* 

---

| |
|:---|
| *Currency Abbreviations:* |
| *AUD – Australian Dollar* |
| *CAD – Canadian Dollar* |
| *CHF – Swiss Franc* |
| *CLP – Chilean Peso* |
| *CNH – Chinese Yuan Renminbi (Offshore)* |
| *COP – Colombian Peso* |
| *CZK – Czech Koruna* |
| *DKK – Danish Krone* |
| *EUR – Euro* |

---

------

---

| |
|:---|
| *GBP – Great British Pound* |
| *HKD – Hong Kong Dollar* |
| *HUF – Hungarian Forint* |
| *IDR – Indonesian Rupiah* |
| *INR – Indian Rupee* |
| *JPY – Japanese Yen* |
| *KRW – South Korean Won* |
| *MXN – Mexican Peso* |
| *MYR – Malaysian Ringgit* |
| *NOK – Norwegian Krone* |
| *NZD – New Zealand Dollar* |
| *PEN – Peruvian Sol* |
| *PHP – Philippine Peso* |
| *PLN – Polish Zloty* |
| *SEK – Swedish Krona* |
| *SGD – Singapore Dollar* |
| *THB – Thailand Baht* |
| *TWD – New Taiwan Dollar* |
| *USD – United States Dollar* |
| *ZAR – South African Rand* |
| *Glossary:* |
| *ADR – American Depositary Receipt* |
| *CBT – Chicago Board of Trade* |
| *CPI – Consumer Price Index* |
| *EPRA – European Public Real Estate Association* |
| *ETF – Exchange Traded Fund* |
| *ETN – Exchange Traded Note* |
| *FTSE – Financial Times Stock Exchange* |
| *KC HRW – Kansas City Hard Red Winter* |
| *LME – London Metal Exchange* |
| *NAREIT – National Association of Real Estate Investment Trusts* |
| *OBFR – Overnight Bank Funding Rate* |
| *PJSC – Public Joint Stock Company* |
| *RBOB – Reformulated Gasoline Blend-Stock for Oxygen Blending (Unleaded Gas)* |
| *REG – Registered Shares* |
| *REIT – Real Estate Investment Trust* |
| *SPI – Share Price Index* |
| *TOPIX – Tokyo Price Index* |
| *TSX – Toronto Stock Exchange* |
| *ULSD – Ultra-Low Sulfur Diesel* |
| *WTI – West Texas Intermediate* |

---

**COUNTRY BREAKDOWN<sup>1</sup>** 

**January, 2023 (unaudited)** 

42.5 % United States

4.8 % United Kingdom

4.2 % Japan

3.3 % Canada

2.7 % Australia

2.5 % China

2.2 % France

1.8 % Germany

1.8 % Spain

1.4 % Hong Kong

1.3 % Singapore

0.9 % Italy

0.8 % Netherlands

6.1 % Other

23.7 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments (excluding security lending collateral) and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.6% or less in the following: Austria, Belgium, Brazil, Chile, Denmark, Finland, India, Ireland, Israel, Luxembourg, Mexico, New Zealand, Norway, Philippines, Russia, South Africa, South Korea, Sweden, Switzerland, Thailand, United Arab Emirates, United Republic of Tanzania, and Zambia. 

------

**All Market Real Return Portfolio** 

**January 31, 2023 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value
of investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209399837 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118756706 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328156543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 61373934 | 41121327 | 0 <sup>(a)</sup> | 102495261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 27734298 | 42882543 | 0 <sup>(a)</sup> | 70616841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Goods | 33719103 | 22902355 |  | 56621458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 29477125 | 24167706 |  | 53644831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software & Services | 20753928 | 499868 |  | 21253796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pharmaceuticals & Biotechnology | 12140050 | 6121062 |  | 18261112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food Beverage & Tobacco | 10028562 | 3762597 |  | 13791159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transportation | 1215188 | 9312694 |  | 10527882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banks | 1446767 | 7746596 |  | 9193363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 7609414 | 1439965 |  | 9049379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Equipment & Services | 7713957 | 1256000 | 0 <sup>(a)</sup> | 8969957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Semiconductors & Semiconductor Equipment | 6013238 | 2474280 |  | 8487518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Services | 6670491 | 1568664 |  | 8239155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Retailing | 6446621 | 1349373 |  | 7795994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial & Professional Services | 6497619 | 1188160 |  | 7685779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insurance | 5200242 | 2360289 |  | 7560531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telecommunication Services | 25403 | 6421384 |  | 6446787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Financials | 6222079 | 182063 |  | 6404142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Durables & Apparel | 4207238 | 2007728 |  | 6214966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Media & Entertainment | 5607327 | 595083 |  | 6202410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology Hardware & Equipment | 2083577 | 1558914 |  | 3642491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobiles & Components | 2078342 | 1044483 |  | 3122825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 1737401 | 1089204 |  | 2826605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Staples Retailing | 2316909 |  |  | 2316909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household & Personal Products | 1490004 |  |  | 1490004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care |  | 691305 |  | 691305 |
| Investment Companies | 12726365 | 112753 |  | 12839118 |
| Short-Term Investments | 246419988 |  |  | 246419988 |
| Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund | 8844044 |  |  | 8844044 |
| Total Investments in Securities | 747199051 | 302613102 | 0 <sup>(a)</sup> | 1049812153 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 10904127 |  |  | 10904127 |
| Forward Currency Exchange Contracts |  | 3088241 |  | 3088241 |
| Inflation (CPI) Swaps |  | 5754150 |  | 5754150 |
| **Liabilities:** |  |  |  |  |
| Futures | (15583252) |  |  | (15583252) |
| Forward Currency Exchange Contracts |  | (4015411) |  | (4015411) |
| Total Return Swaps |  | (2807185) |  | (2807185) |
| **Total** | $**742519926** | $**304632897** | $**0** **<sup>(a)</sup>** | $**1047152823** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

*<sup>(b)</sup>* *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

------

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/2022**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **01/31/2023**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| Government Money Market Portfolio | $284520 | $124941 | $163041 | $246420 | $2682 |
| Government Money Market Portfolio\* | 5936 | 24825 | 21917 | 8844 | 72 |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290456 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149766 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184958 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255264 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754 |

---

*\** *Investments of cash collateral for securities lending transactions.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB BOND FUND, INC.

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB All Market Real Return Portfolio

- **b. EDGAR series identifier (if any):** S000028085

- **c. LEI of Series:** 549300VY0SNSR79V5F27

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1090459463.78

**Total Liabilities:** $16755129.94

**Net Assets:** $1073704333.84

**Amount of Assets Invested in Other Investment Companies:** $121277492.59

**Cash Not Reported:** $36923246.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085499 | 5.92%                | -3.10%               | 5.07%                |
| Class ID C000085501 | 6.00%                | -3.24%               | 5.03%                |
| Class ID C000085502 | 5.99%                | -3.13%               | 5.02%                |
| Class ID C000085500 | 5.98%                | -3.06%               | 5.05%                |
| Class ID C000139941 | 5.97%                | -3.15%               | 5.15%                |
| Class ID C000085497 | 5.91%                | -3.14%               | 4.95%                |
| Class ID C000085498 | 5.91%                | -3.06%               | 5.08%                |
| Class ID C000085503 | 5.98%                | -3.04%               | 5.03%                |
| Class ID C000085496 | 6.02%                | -3.17%               | 5.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1453962.91              | $58258051.10                               |
| Month 2  | $-2642282.07             | $-31320214.25                              |
| Month 3  | $820810.32               | $54648816.21                               |

**Designated Index Information**

- **Index Name:** MSCI ACWI Commodity Producers

- **Index Identifier:** .MIWD0000oGUS

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Xinyi Energy Holdings Ltd                               | Xinyi Energy Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |   2002000 | NS      | $736579.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Sao Martinho SA                                         | Sao Martinho SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |    140500 | NS      | $692217.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                    | Endeavour Mining PLC                                                                                                     | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |    110025 | NS      | $2596078.02   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green Energy Technology Co Ltd                    | LONGi Green Energy Technology Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |     99732 | NS      | $714922.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Industrial REIT                                | Centuria Industrial REIT                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    913830 | NS      | $2172800.25   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                          | Albemarle Corp                                                                                                           | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2492 | NS      | $701373.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | Clearway Energy Inc                                                                                                      | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     17188 | NS      | $550875.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                     | Imperial Brands PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     57509 | NS      | $1442683.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $44594.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                              | Umicore SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     19700 | NS      | $744748.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                       | Hyatt Hotels Corp                                                                                                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     15560 | NS      | $1697907.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                           | SoftBank Corp                                                                                                            | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     11600 | NS      | $132728.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Contemporary Amperex Technology Co Ltd                  | Contemporary Amperex Technology Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     11700 | NS      | $811577.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                      | Equity Residential                                                                                                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |    124770 | NS      | $7941610.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | New Jersey Resources Corp                                                                                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3364 | NS      | $167930.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON REIT Investment Corp                               | AEON REIT Investment Corp                                                                                                | CUSIP: 000000000<br>LEI: 353800P59F8MJB4FE788 | Long             | EC               |  | JP        |      1983 | NS      | $2191672.53   | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| Fidelity National Financial Inc                         | Fidelity National Financial Inc                                                                                          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     14521 | NS      | $639359.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Derwent London PLC                                      | Derwent London PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |     66190 | NS      | $2111442.63   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD IDR                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-67.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $19382.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD IDR                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-32944.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $21664.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                | Wihlborgs Fastigheter AB                                                                                                 | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |    481350 | NS      | $3963012.00   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                           | Welltower Inc                                                                                                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     72480 | NS      | $5438899.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc              | Expeditors International of Washington Inc                                                                               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      5353 | NS      | $578926.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urbi Desarrollos Urbanos SAB de CV                      | Urbi Desarrollos Urbanos SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |         9 | NS      | $3.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV          | Grupo Aeroportuario del Centro Norte SAB de CV                                                                           | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |      1484 | NS      | $108406.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                              | Chipotle Mexican Grill Inc                                                                                               | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $261774.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenedix Residential Next Investment Corp                | Kenedix Residential Next Investment Corp                                                                                 | CUSIP: 000000000<br>LEI: 353800CYD58GUMFQME07 | Long             | EC               |  | JP        |       705 | NS      | $1050777.77   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| La Francaise des Jeux SAEM                              | La Francaise des Jeux SAEM                                                                                               | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      2810 | NS      | $120234.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Ltd                              | Growthpoint Properties Ltd                                                                                               | CUSIP: 000000000<br>LEI: 37890019DD1E46632291 | Long             | EC               |  | ZA        |   1845052 | NS      | $1486645.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $56822.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                             | American Water Works Co Inc                                                                                              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     10122 | NS      | $1583991.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | TOPIX INDX FUTR MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        -2 | NC      | $-6852.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kweichow Moutai Co Ltd                                  | Kweichow Moutai Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1600 | NS      | $438671.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD SEK                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $134570.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                             | Toro Co/The                                                                                                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      5173 | NS      | $576892.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                 | EnerSys                                                                                                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     11554 | NS      | $959213.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                     | Energy Recovery Inc                                                                                                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     23574 | NS      | $521692.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                               | Suzano SA                                                                                                                | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     85800 | NS      | $783580.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                      | Realty Income Corp                                                                                                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     37940 | NS      | $2573470.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                              | NetApp Inc                                                                                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     11564 | NS      | $765883.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                                                                          | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    130510 | NS      | $1381583.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                               | Hess Corp                                                                                                                | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     25947 | NS      | $3896201.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                | Snam SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     89370 | NS      | $455208.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                              | Aisin Corp                                                                                                               | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     35800 | NS      | $1044483.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                            | Ricoh Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |    185500 | NS      | $1439965.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corp Ltd                                    | China Tower Corp Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |   2034212 | NS      | $231128.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA SpA                                                | ACEA SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |      1856 | NS      | $28451.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1672 | NS      | $1106274.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $16484.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                               | Enagas SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |     11080 | NS      | $198678.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                      | United Rentals Inc                                                                                                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3840 | NS      | $1693248.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |         1 | NC      | $121996.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | Essential Properties Realty Trust Inc                                                                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |    153440 | NS      | $3909651.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $8183.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-985160.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                             | Pentair PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     18962 | NS      | $1050115.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                                                                       | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     10428 | NS      | $1460232.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                                                                                  | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     12803 | NS      | $1645441.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | Southwest Gas Holdings Inc                                                                                               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $144368.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                                                                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4522 | NS      | $337476.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-179.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                                 | UDR Inc                                                                                                                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    133500 | NS      | $5685765.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ez Tec Empreendimentos e Participacoes SA               | Ez Tec Empreendimentos e Participacoes SA                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    395700 | NS      | $1141974.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                                                 | BRP Inc                                                                                                                  | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      4421 | NS      | $368917.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                           | Long: IS28679   IRS USD R V 12MUSCPI IS28680 INFLATIONZERO / Short: IS28679   IRS USD P F  2.37750 IS28679 INFLATIONZERO | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  30950000 | OU      | $175170.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-15344.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                        | Terna - Rete Elettrica Nazionale                                                                                         | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     61334 | NS      | $485266.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                | Mowi ASA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     45997 | NS      | $850561.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD THB                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1093.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                   | Deutsche Lufthansa AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    150131 | NS      | $1590594.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD IDR                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-527.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6883 | NS      | $1016963.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                       | Tractor Supply Co                                                                                                        | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4597 | NS      | $1048070.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NZD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-32530.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | COFFEE 'C' FUTURE JUL23                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       132 | NC      | $1170767.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods Inc                                    | Maple Leaf Foods Inc                                                                                                     | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     40085 | NS      | $761902.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                                                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1916 | NS      | $614097.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                      | nVent Electric PLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     21418 | NS      | $851365.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                             | Japan Post Insurance Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     66000 | NS      | $1177437.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED PEN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |         1 | NC      | $9079.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                              | Ventas Inc                                                                                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |    132110 | NS      | $6844619.10   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                     | Tourmaline Oil Corp                                                                                                      | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |     13640 | NS      | $635689.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                             | Italgas SpA                                                                                                              | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     21192 | NS      | $124051.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | KC HRW WHEAT FUT SEP23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       182 | NC      | $306175.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED HKD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-2643.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Ports Ltd                                | COSCO SHIPPING Ports Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5299008QX6KA3JHWK507 | Long             | EC               | CORP              | BM        |     73742 | NS      | $55786.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Carbon Capture ASA                                 | Aker Carbon Capture ASA                                                                                                  | CUSIP: 000000000<br>LEI: 549300JXF011KX2HXT02 | Long             | EC               | CORP              | NO        |    375776 | NS      | $556977.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                      | Aeroports de Paris                                                                                                       | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      1208 | NS      | $187406.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                             | Keyera Corp                                                                                                              | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9635 | NS      | $219775.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                         | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        | 246419988 | NS      | $246419988.23 | 22.95%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                       | CNH Industrial NV                                                                                                        | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     61567 | NS      | $1089203.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-10023.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     56452 | NS      | $7465777.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                  | Arch Capital Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5681 | NS      | $365572.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    621628 | NS      | $18249604.48  | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenedix Office Investment Corp                          | Kenedix Office Investment Corp                                                                                           | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |       819 | NS      | $1945585.75   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                           | Owens Corning                                                                                                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     18986 | NS      | $1834996.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Energy Inc                                       | Gibson Energy Inc                                                                                                        | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      6383 | NS      | $114318.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $1312.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                              | Americold Realty Trust Inc                                                                                               | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |     78680 | NS      | $2471338.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                             | Covestro AG                                                                                                              | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     29233 | NS      | $1346018.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     42584 | NS      | $1372908.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                   | Mitsui Fudosan Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    541500 | NS      | $10149682.25  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | COFF ROBUSTA 10TN MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       131 | NC      | $292308.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |         1 | NC      | $-6817.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                             | Snap-on Inc                                                                                                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5834 | NS      | $1451090.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                        | Novo Nordisk A/S                                                                                                         | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     15120 | NS      | $2092453.27   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      1752 | NS      | $579806.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAG Immobilien AG                                       | TAG Immobilien AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |    117450 | NS      | $1005823.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD NOK                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $55222.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $8676.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                        | Severn Trent PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     11043 | NS      | $384306.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                                                                                | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      7512 | NS      | $391074.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Infrastructure PLC                                   | 3i Infrastructure PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300SQ4ZSVSWC6H750 | Long             | EC               | RF                | JE        |     27202 | NS      | $112347.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |         1 | NC      | $-11165.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                            | Iberdrola SA                                                                                                             | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     76838 | NS      | $901445.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                             | Northern Star Resources Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     58126 | NS      | $517932.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                 | MMC Norilsk Nickel PJSC                                                                                                  | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |     66074 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cheniere Energy Inc                                     | Cheniere Energy Inc                                                                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      8694 | NS      | $1328356.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-45885.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED CHF / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-211.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |         1 | NC      | $-19873.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                             | RAI Way SpA                                                                                                              | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |      4150 | NS      | $23701.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                               | Mapletree Logistics Trust                                                                                                | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               |  | SG        |   1205318 | NS      | $1558225.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                       | Atmos Energy Corp                                                                                                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4891 | NS      | $574888.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Urban Investment Corp                            | United Urban Investment Corp                                                                                             | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               |  | JP        |      1681 | NS      | $1912812.59   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                           | Marriott International Inc/MD                                                                                            | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      8641 | NS      | $1505089.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                              | NextEra Energy Partners LP                                                                                               | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      9398 | NS      | $688873.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp                                               | AGCO Corp                                                                                                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      7573 | NS      | $1046058.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME PRI ALUM FUTR MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       273 | NC      | $1847786.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                             | Dropbox Inc                                                                                                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     63871 | NS      | $1483723.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                  | CTP NV                                                                                                                   | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | EC               | CORP              | NL        |    240159 | NS      | $3468585.80   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                               | CubeSmart                                                                                                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |    123350 | NS      | $5648196.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $219219.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                     | Sun Communities Inc                                                                                                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     48497 | NS      | $7607239.42   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                             | Exelon Corp                                                                                                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     55087 | NS      | $2324120.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     13093 | NS      | $455841.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $291.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                          | Tetra Tech Inc                                                                                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4370 | NS      | $679622.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     36108 | NS      | $1074811.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust                                       | RLJ Lodging Trust                                                                                                        | CUSIP: 74965L101<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | EC               |  | US        |    114350 | NS      | $1437379.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                             | COPPER FUTURE MAR23                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       167 | NC      | $2168629.31   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA                             | Merlin Properties Socimi SA                                                                                              | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |    261180 | NS      | $2552427.47   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Killam Apartment Real Estate Investment Trust           | Killam Apartment Real Estate Investment Trust                                                                            | CUSIP: 49410M102<br>LEI: N/A                  | Long             | EC               |  | CA        |    286070 | NS      | $3956024.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Land & Investment Ltd                    | China Overseas Land & Investment Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |    998500 | NS      | $2696219.58   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                | Next PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1904 | NS      | $155888.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                             | Corteva Inc                                                                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     33961 | NS      | $2188786.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Megaworld Corp                                          | Megaworld Corp                                                                                                           | CUSIP: 000000000<br>LEI: 254900P57OOZ5AY5C521 | Long             | EC               | CORP              | PH        |  17716000 | NS      | $688634.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                      | Enphase Energy Inc                                                                                                       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      4168 | NS      | $922711.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                      | Coterra Energy Inc                                                                                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     39393 | NS      | $986006.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13484.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo         | Cia de Saneamento Basico do Estado de Sao Paulo                                                                          | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |     14898 | NS      | $164026.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $105394.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-17525.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                            | Centene Corp                                                                                                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     17394 | NS      | $1326118.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                              | Getlink SE                                                                                                               | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     17502 | NS      | $296024.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Easpring Material Technology Co Ltd             | Beijing Easpring Material Technology Co Ltd                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     84969 | NS      | $852476.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17414 | NS      | $1721199.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GCC SAB de CV                                           | GCC SAB de CV                                                                                                            | CUSIP: 000000000<br>LEI: 254900WY9XL8033CKX68 | Long             | EC               | CORP              | MX        |    258717 | NS      | $2053468.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN OIL FUTR JUL23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       260 | NC      | $-154224.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | Long: IS1SVJ7   IRS USD R V 12MUSCPI IS1SVK8 INFLATIONZERO / Short: IS1SVJ7   IRS USD P F  2.17500 IS1SVJ7 INFLATIONZERO | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  53750000 | OU      | $2181671.11   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                            | Prologis Inc                                                                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    163701 | NS      | $21163265.28  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                         | Daito Trust Construction Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     12200 | NS      | $1205586.28   | 0.11%             |  |  |  | No            |                  2 | 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        |        -2 | NC      | $-13124.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                          | Evoqua Water Technologies Corp                                                                                           | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     12254 | NS      | $594441.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                      | Cenovus Energy Inc                                                                                                       | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     17431 | NS      | $348213.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME PRI ALUM FUTR MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -25 | NC      | $-125375.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                            | Hong Kong & China Gas Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    471794 | NS      | $473690.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                                                                                               | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1764 | NS      | $691305.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED INR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |         1 | NC      | $74841.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips Edison & Co Inc                                | Phillips Edison & Co Inc                                                                                                 | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |    103350 | NS      | $3464292.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6240 | NS      | $1436510.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                            | Enbridge Inc                                                                                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     88266 | NS      | $3614093.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| CA Immobilien Anlagen AG                                | CA Immobilien Anlagen AG                                                                                                 | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |     58719 | NS      | $1831345.46   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                             | Pandora A/S                                                                                                              | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      8909 | NS      | $741860.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                   | Carlyle Group Inc/The                                                                                                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     28721 | NS      | $1033094.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                               | Sodexo SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     14611 | NS      | $1448429.51   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3111 | NS      | $971162.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NZD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-76082.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      4367 | NS      | $722694.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED INR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |         1 | NC      | $-9902.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     31285 | NS      | $1070572.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MYR                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-183917.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                   | American Homes 4 Rent                                                                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    156110 | NS      | $5353011.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $8958.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                               | Archer-Daniels-Midland Co                                                                                                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     12535 | NS      | $1038524.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $11704.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boralex Inc                                             | Boralex Inc                                                                                                              | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     22957 | NS      | $642357.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Gold Miners ETF/USA                              | VanEck Gold Miners ETF/USA                                                                                               | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Long             | EC               | RF                | US        |    103210 | NS      | $3304784.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                        | Tokyo Gas Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     17630 | NS      | $369166.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PEN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |         1 | NC      | $-11314.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                           | Dollarama Inc                                                                                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      3668 | NS      | $219354.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Edison International                                    | Edison International                                                                                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     13351 | NS      | $919883.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                        | TotalEnergies SE                                                                                                         | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    124958 | NS      | $7724998.04   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SOCIEDAD ANONIMA                              | IBERDROLA SOCIEDAD ANONIMA                                                                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      1281 | NS      | $14959.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Long Wale REIT                             | Charter Hall Long Wale REIT                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    606580 | NS      | $1963028.29   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                               | Unibail-Rodamco-Westfield                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20600 | NS      | $1325129.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                            | Lindsay Corp                                                                                                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3637 | NS      | $569626.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                             | SILVER FUTURE MAR23                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       100 | NC      | $1118073.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                        | DT Midstream Inc                                                                                                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3382 | NS      | $184860.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camel Group Co Ltd                                      | Camel Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300KAIF1FSV582U21 | Long             | EC               | CORP              | CN        |    675900 | NS      | $896807.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                      | CONTRA ABIOMED INC                                                                                                       | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |      1321 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT MAR23                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -22 | NC      | $-133906.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-46281.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | LEAN HOGS FUTURE JUN23                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       205 | NC      | $58349.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                       | NatWest Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    110740 | NS      | $422479.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                  | OCI NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     40695 | NS      | $1385276.18   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |         1 | NC      | $-2204.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corp Ltd                     | China Longyuan Power Group Corp Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299008UYLF3O6V9T464 | Long             | EC               | CORP              | CN        |    448000 | NS      | $618437.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                 | Darling Ingredients Inc                                                                                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     11269 | NS      | $747022.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                              | Sunrun Inc                                                                                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     33271 | NS      | $874361.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-33345.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |         1 | NC      | $4777.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                            | Alimentation Couche-Tard Inc                                                                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     16290 | NS      | $743888.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eutelsat Communications SA                              | Eutelsat Communications SA                                                                                               | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |      7236 | NS      | $55336.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                      | WuXi AppTec Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     29100 | NS      | $378126.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                             | Cummins Inc                                                                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3111 | NS      | $776318.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | MSCI EMGMKT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        74 | NC      | $256019.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                      | Teck Resources Ltd                                                                                                       | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      4554 | NS      | $197007.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pattana PCL                                     | Central Pattana PCL                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    411500 | NS      | $891847.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Physicians Realty Trust                                 | Physicians Realty Trust                                                                                                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     65760 | NS      | $1042953.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                       | Azrieli Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18770 | NS      | $1209024.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                             | CDW Corp/DE                                                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      7078 | NS      | $1387500.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN MEAL FUTR JUL23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       194 | NC      | $103026.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangxi Guiguan Electric Power Co Ltd                   | Guangxi Guiguan Electric Power Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 300300SZQP4SCND2NH61 | Long             | EC               | CORP              | CN        |    723900 | NS      | $598691.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                 | ENN Energy Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |     33022 | NS      | $497533.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                         | Sealed Air Corp                                                                                                          | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     26357 | NS      | $1443309.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     20962 | NS      | $5194593.22   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-239362.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                | Enel SpA                                                                                                                 | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    581207 | NS      | $3422216.72   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-78095.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                          | A O Smith Corp                                                                                                           | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     10778 | NS      | $729670.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | Long: IS204W6   IRS USD R V 12MUSCPI IS204X7 INFLATIONZERO / Short: IS204W6   IRS USD P F  1.90000 IS204W6 INFLATIONZERO | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        | 110190000 | OU      | $2846136.08   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                    | Targa Resources Corp                                                                                                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      7915 | NS      | $593783.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEL ASA                                                 | NEL ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G6XN5IXMRKEG37 | Long             | EC               | CORP              | NO        |    358386 | NS      | $614214.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                         | Tyson Foods Inc                                                                                                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     15765 | NS      | $1036548.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                     | Johnson Matthey PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     32043 | NS      | $895049.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                   | LME LEAD FUTURE MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        58 | NC      | $-69723.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                                                                      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     16279 | NS      | $3636565.81   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CHF / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-2.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                               | Neste Oyj                                                                                                                | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     11249 | NS      | $537727.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                               | APA Group                                                                                                                | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    363135 | NS      | $2717669.46   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa Inc                                              | Arcosa Inc                                                                                                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     14883 | NS      | $882115.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Self Storage SA                                | Shurgard Self Storage SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |     27430 | NS      | $1323611.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                       | Veeva Systems Inc                                                                                                        | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1236 | NS      | $210799.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     11518 | NS      | $1284141.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                                   | Pembina Pipeline Corp                                                                                                    | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     24192 | NS      | $858370.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power Inc                                     | Northland Power Inc                                                                                                      | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |     24741 | NS      | $664569.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                 | Kite Realty Group Trust                                                                                                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    165310 | NS      | $3587227.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                            | Watts Water Technologies Inc                                                                                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4255 | NS      | $695777.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Alerian MLP Index ETN                          | JPMorgan Alerian MLP Index ETN                                                                                           | CUSIP: 46625H365<br>LEI: N/A                  | Long             | EC               | RF                | US        |    226380 | NS      | $5240697.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Corp                               | Constellation Energy Corp                                                                                                | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         1 | NS      | $85.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CN        |         1 | NC      | $109304.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                          | Rheinmetall AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2078 | NS      | $485540.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                       | Huntington Ingalls Industries Inc                                                                                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      5313 | NS      | $1171729.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED ZAR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-5073.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                     | Alexandria Real Estate Equities Inc                                                                                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      7540 | NS      | $1211979.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                | American States Water Co                                                                                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      5434 | NS      | $511719.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                     | Capitaland Investment Ltd/Singapore                                                                                      | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    517500 | NS      | $1567823.33   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $8329.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                | Willis Towers Watson PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      4129 | NS      | $1049550.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      5551 | NS      | $1084498.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                        | Dentsu Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |      4600 | NS      | $148160.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34295 | NS      | $5968015.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NorthWestern Corp                                                                                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      2020 | NS      | $114736.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED NOK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |         1 | NC      | $-25330.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                            | PLATINUM FUTURE APR23                                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        44 | NC      | $-6869.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Agribusiness ETF                                 | VanEck Agribusiness ETF                                                                                                  | CUSIP: 92189F700<br>LEI: 549300PY1GVOA1FO5J32 | Long             | EC               | RF                | US        |     45479 | NS      | $4180884.47   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodside Energy Group Ltd                               | Woodside Energy Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     73993 | NS      | $1915965.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |         1 | NC      | $475.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-234015.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-16601.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                                                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4122 | NS      | $637797.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED IDR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |         1 | NC      | $2974.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                               | Spire Inc                                                                                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1835 | NS      | $132523.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                      | PURCHASED USD / SOLD NOK                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $4286.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                               | Elisa Oyj                                                                                                                | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      1904 | NS      | $108476.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                       | Barrick Gold Corp                                                                                                        | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    139031 | NS      | $2718056.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-18028.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                    | Evonik Industries AG                                                                                                     | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     51066 | NS      | $1135122.61   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                  | Safestore Holdings PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |    224530 | NS      | $2795778.27   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                             | Hubbell Inc                                                                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2655 | NS      | $607756.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PLN                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5776.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16005 | NS      | $1598419.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                                 | Open House Group Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |     11400 | NS      | $431265.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Allkem Ltd                                              | Allkem Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |     60519 | NS      | $561854.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Cie Financiere Richemont SA                             | Cie Financiere Richemont SA                                                                                              | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      7742 | NS      | $1193485.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-6850.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                       | Bloom Energy Corp                                                                                                        | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     26181 | NS      | $652692.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                      | Middlesex Water Co                                                                                                       | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $327137.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                           | Sempra Energy                                                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     14606 | NS      | $2341779.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cofinimmo SA                                            | Cofinimmo SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               |  | BE        |     13570 | NS      | $1234315.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                             | Tokyu Fudosan Holdings Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    287300 | NS      | $1457826.74   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                         | Zurn Elkay Water Solutions Corp                                                                                          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     30420 | NS      | $664981.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED KRW / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $4445.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                              | GLP J-Reit                                                                                                               | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               |  | JP        |       989 | NS      | $1119113.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                        | Crown Castle Inc                                                                                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     15141 | NS      | $2242533.51   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $304.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                              | Brixmor Property Group Inc                                                                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    172880 | NS      | $4067866.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD NZD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-51352.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                   | CyberArk Software Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       774 | NS      | $109041.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MYR                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-54128.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                               | Nordex SE                                                                                                                | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |     45046 | NS      | $684554.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                            | NY HARB ULSD FUT JUL23                                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        70 | NC      | $-79318.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                             | Gartner Inc                                                                                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4451 | NS      | $1505061.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                             | Sun Hung Kai Properties Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    484000 | NS      | $6863904.22   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                    | Pilgrim's Pride Corp                                                                                                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     34951 | NS      | $848610.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                           | Principal Financial Group Inc                                                                                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     16506 | NS      | $1527630.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Towers AG                                       | Vantage Towers AG                                                                                                        | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | EC               | CORP              | DE        |      3968 | NS      | $145087.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Solar Inc                                      | Canadian Solar Inc                                                                                                       | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        |     19556 | NS      | $822720.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                            | Fortinet Inc                                                                                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     22046 | NS      | $1153887.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                | CapitaLand Ascendas REIT                                                                                                 | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |    825200 | NS      | $1815960.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-44044.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                           | Hutchison Port Holdings Trust                                                                                            | CUSIP: 000000000<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | US        |    220250 | NS      | $45316.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                  | CORN FUTURE JUL23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       474 | NC      | $-64134.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                          | Public Storage                                                                                                           | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     40233 | NS      | $12244511.22  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Expressway Corp Ltd                            | Shenzhen Expressway Corp Ltd                                                                                             | CUSIP: 000000000<br>LEI: 300300TWTZYZK4ZONP37 | Long             | EC               | CORP              | CN        |     26720 | NS      | $24432.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Ltd                             | China Oilfield Services Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900J4X53VL8QQW675 | Long             | EC               | CORP              | CN        |   1332000 | NS      | $1614427.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                      | NGK Insulators Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     76000 | NS      | $1051937.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TransAlta Renewables Inc                                | TransAlta Renewables Inc                                                                                                 | CUSIP: 893463109<br>LEI: 529900U45A1JKZFABZ35 | Long             | EC               | CORP              | CA        |     75720 | NS      | $696563.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Exxon Mobil Corp                                        | Exxon Mobil Corp                                                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    125240 | NS      | $14529092.40  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                                                                                       | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     61385 | NS      | $2405554.44   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                      | Kingspan Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     11343 | NS      | $729536.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                          | Air Liquide SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      4382 | NS      | $697729.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                               | Nestle SA                                                                                                                | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1875 | NS      | $228766.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                   | Spark New Zealand Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    422119 | NS      | $1423273.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-321912.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power Inc                                          | Plug Power Inc                                                                                                           | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     42041 | NS      | $715537.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Infrastructure Corp                          | Brookfield Infrastructure Corp                                                                                           | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4237 | NS      | $187360.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                           | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $10718.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                        | Elia Group SA/NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      1570 | NS      | $220456.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                  | Agnico Eagle Mines Ltd                                                                                                   | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     47821 | NS      | $2700589.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                      | Steel Dynamics Inc                                                                                                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     12284 | NS      | $1481941.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITM Power PLC                                           | ITM Power PLC                                                                                                            | CUSIP: 000000000<br>LEI: 21380042MB2JKZ6RRP12 | Long             | EC               | CORP              | GB        |    610992 | NS      | $765777.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank of America N.A.                                    | PURCHASED USD / SOLD NZD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2807.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | Long: IS2KEV5   TRS USD R F   .00000 IS2KEW6 EQUITYTRS / Short: IS2KEV5   TRS USD P E IS2KEV5 EQUITYTRS                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   1680654 | OU      | $-40459.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PHP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |         1 | NC      | $15570.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                            | Plymouth Industrial REIT Inc                                                                                             | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |     78456 | NS      | $1755845.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                 | Consolidated Edison Inc                                                                                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     12407 | NS      | $1182511.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                    | Koninklijke Vopak NV                                                                                                     | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |      2850 | NS      | $85872.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD DKK                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-160523.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $13919.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                               | Link REIT                                                                                                                | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |    605051 | NS      | $4843046.15   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| ICADE                                                   | ICADE                                                                                                                    | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |     53370 | NS      | $2535084.74   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                      | Long: IS2IAW2   TRS USD R V 00MOBFR IS2IAX3 EQUITYTRS / Short: IS2IAW2   TRS USD P E IS2IAW2 EQUITYTRS                   | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |  46688891 | OU      | $-2705507.90  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                                                                                    | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    927700 | NS      | $1409654.68   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                 | Texas Pacific Land Corp                                                                                                  | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $1241418.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                      | Sage Group PLC/The                                                                                                       | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     52028 | NS      | $499867.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                               | Repsol SA                                                                                                                | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    424252 | NS      | $6969117.51   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Putailai New Energy Technology Co Ltd          | Shanghai Putailai New Energy Technology Co Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     75920 | NS      | $623380.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                     | Resona Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    153700 | NS      | $850533.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                        | Beijing Enterprises Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     20893 | NS      | $70948.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                                   | City Developments Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |    326700 | NS      | $2073508.56   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| W-Scope Corp                                            | W-Scope Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24000 | NS      | $269112.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Northwest Natural Holding Co                            | Northwest Natural Holding Co                                                                                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      1227 | NS      | $61521.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                 | Vestas Wind Systems A/S                                                                                                  | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     26322 | NS      | $770223.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                    | SPX Technologies Inc                                                                                                     | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     10533 | NS      | $790080.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                          | Hershey Co/The                                                                                                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5954 | NS      | $1337268.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED INR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |         1 | NC      | $163672.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -31 | NC      | $-61051.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                              | Cadence Design Systems Inc                                                                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      9038 | NS      | $1652417.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | Alexander & Baldwin Inc                                                                                                  | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     99800 | NS      | $1997996.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                    | Thomson Reuters Corp                                                                                                     | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      4261 | NS      | $506881.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Ltd                           | China Resources Gas Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | BM        |     39341 | NS      | $165438.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint REIT Ltd                                       | Waypoint REIT Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               |  | AU        |    386210 | NS      | $762590.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure PLC                | Atlantica Sustainable Infrastructure PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300ITBBGKJ651R879 | Long             | EC               | CORP              | GB        |     26370 | NS      | $723065.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                 | Sika AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      1830 | NS      | $519988.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                            | Xylem Inc/NY                                                                                                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      5008 | NS      | $520882.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                              | Ecolab Inc                                                                                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3608 | NS      | $558626.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6359 | NS      | $2356645.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                   | Republic Services Inc                                                                                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5882 | NS      | $734191.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NARI Technology Co Ltd                                  | NARI Technology Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    174909 | NS      | $685413.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advent Technologies Holdings Inc                        | Advent Technologies Holdings Inc                                                                                         | CUSIP: 00788A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    377440 | NS      | $717136.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Toho Gas Co Ltd                                         | Toho Gas Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |      4313 | NS      | $84585.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                        | Booz Allen Hamilton Holding Corp                                                                                         | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     12022 | NS      | $1137762.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Invest                          | Japan Metropolitan Fund Invest                                                                                           | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               |  | JP        |      1438 | NS      | $1111694.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD NOK                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $62697.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                     | Landis+Gyr Group AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |     12945 | NS      | $953680.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro Co Ltd                                           | Ecopro Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 9884006OCHPD0V2O6P20 | Long             | EC               | CORP              | KR        |      7338 | NS      | $738618.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                              | Japan Post Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     67800 | NS      | $595247.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                         | Antofagasta PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     33646 | NS      | $722936.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                    | Kyndryl Holdings Inc                                                                                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       608 | NS      | $8141.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                 | SSE PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     34910 | NS      | $745142.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                              | SolarEdge Technologies Inc                                                                                               | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1841 | NS      | $587518.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                | Essex Property Trust Inc                                                                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |     28410 | NS      | $6422648.70   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                       | Hormel Foods Corp                                                                                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     12839 | NS      | $581735.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                                                              | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     21850 | NS      | $612018.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7041 | NS      | $1219642.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                               | Aviva PLC                                                                                                                | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    104188 | NS      | $587604.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                               | Spirit Realty Capital Inc                                                                                                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |     98900 | NS      | $4339732.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                                                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2094 | NS      | $678811.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Desarrolladora Homex SAB de CV                          | Desarrolladora Homex SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      1590 | NS      | $2.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                  | SES SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |     16716 | NS      | $129718.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED KRW / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-1573.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $9107.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                                                                                             | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    818956 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atlas Arteria Ltd                                       | Atlas Arteria Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |     53126 | NS      | $258374.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                           | Rio Tinto PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     59278 | NS      | $4641540.06   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                 | IMCD NV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      4080 | NS      | $646809.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | LIVE CATTLE FUTR APR23                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       128 | NC      | $396499.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                  | CapitaLand Integrated Commercial Trust                                                                                   | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |   2808960 | NS      | $4595833.15   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |         1 | NC      | $223720.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                    | Crombie Real Estate Investment Trust                                                                                     | CUSIP: 227107109<br>LEI: 549300OGQML2MCFAPT83 | Long             | EC               |  | CA        |    125470 | NS      | $1557825.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     25499 | NS      | $1391735.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ERG SpA                                                 | ERG SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |     24349 | NS      | $735253.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                               | APERAM SA                                                                                                                | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     34947 | NS      | $1379126.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                               | PG&E Corp                                                                                                                | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     56290 | NS      | $895011.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | Long: IS283Y5   IRS USD R V 12MUSCPI IS283Z6 INFLATIONZERO / Short: IS283Y5   IRS USD P F  2.28900 IS283Y5 INFLATIONZERO | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  58060000 | OU      | $551171.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                          | BorgWarner Inc                                                                                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     18162 | NS      | $858699.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $-5570.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SJW Group                                               | SJW Group                                                                                                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $839124.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED COP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |         1 | NC      | $-7280.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                              | Legrand SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      9127 | NS      | $813800.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |         1 | NC      | $-5001.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $332.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $43753.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED COP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |         1 | NC      | $119548.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Towers PLC                                       | Helios Towers PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |     19187 | NS      | $25310.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                   | Mineral Resources Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      6735 | NS      | $426393.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL PJSC                                                                                                              | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     20541 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBA Communications Corp                                 | SBA Communications Corp                                                                                                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      3775 | NS      | $1123175.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Logistics Park Inc                       | Mitsui Fudosan Logistics Park Inc                                                                                        | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               |  | JP        |       538 | NS      | $1877654.11   | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Antero Midstream Corp                                   | Antero Midstream Corp                                                                                                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11710 | NS      | $127639.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                          | Commerzbank AG                                                                                                           | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     93729 | NS      | $1071456.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                                                  | JBS SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |    197000 | NS      | $779260.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                      | Domino's Pizza Inc                                                                                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      3637 | NS      | $1283861.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD CLP                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-60366.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd                           | Japan Airport Terminal Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |      4060 | NS      | $211625.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                          | GE HealthCare Technologies Inc                                                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      3353 | NS      | $233100.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-10682.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                              | United Utilities Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     29725 | NS      | $388953.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Azure Power Global Ltd                                  | Azure Power Global Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 54930085G5UQETD7JX48 | Long             | EC               | CORP              | MU        |    113416 | NS      | $460468.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CMOC Group Ltd                                          | CMOC Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |   1398000 | NS      | $809167.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Ganfeng Lithium Group Co Ltd                            | Ganfeng Lithium Group Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |     58080 | NS      | $683021.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                       | SITE Centers Corp                                                                                                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |    326610 | NS      | $4458226.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                       | Kinder Morgan Inc                                                                                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     69156 | NS      | $1265554.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD ZAR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $268.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD MYR                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-94583.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                              | Signify NV                                                                                                               | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     35267 | NS      | $1276855.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $83526.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                                                                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4362 | NS      | $1595663.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Wind Corp                                            | CS Wind Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10636 | NS      | $556629.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                                                                                              | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     49473 | NS      | $888131.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                             | Rollins Inc                                                                                                              | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     32553 | NS      | $1184929.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                       | Acuity Brands Inc                                                                                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8108 | NS      | $1528520.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                 | Essential Utilities Inc                                                                                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      8345 | NS      | $389961.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                                                                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2096 | NS      | $953952.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                  | CenterPoint Energy Inc                                                                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     22010 | NS      | $662941.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                              | Sysco Corp                                                                                                               | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     12962 | NS      | $1004036.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Resources Ltd                                     | Regis Resources Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |    236615 | NS      | $359688.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marfrig Global Foods SA                                 | Marfrig Global Foods SA                                                                                                  | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |    551800 | NS      | $836999.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-91031.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |         1 | NC      | $45511.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                                                                                  | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    112606 | NS      | $2103480.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                              | Dexcom Inc                                                                                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      9171 | NS      | $982122.39    | 0.09%             |  |  |  | No            |                  1 | 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        |     30500 | NS      | $311813.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                            | NiSource Inc                                                                                                             | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     14199 | NS      | $394022.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                     | General Electric Co                                                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     10060 | NS      | $809628.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-7646.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                               | Brookfield Renewable Corp                                                                                                | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20320 | NS      | $640044.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                                  | PURCHASED HUF / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | HU        |         1 | NC      | $-120166.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                              | Deere & Co                                                                                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1635 | NS      | $691343.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                           | Hydro One Ltd                                                                                                            | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     13832 | NS      | $378195.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                               | Danone SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     14623 | NS      | $801914.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1253 | NS      | $458649.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                       | EDP Renovaveis SA                                                                                                        | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     31488 | NS      | $684898.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                 | Illinois Tool Works Inc                                                                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6969 | NS      | $1644962.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CLP                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-217991.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-4973.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                       | Eversource Energy                                                                                                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     12178 | NS      | $1002614.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | Long: IS2KET3   TRS USD R F   .00000 IS2KEU4 EQUITYTRS / Short: IS2KET3   TRS USD P E IS2KET3 EQUITYTRS                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   2542950 | OU      | $-61217.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| McPhy Energy SA                                         | McPhy Energy SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500W5X02DTT3BZS69 | Long             | EC               | CORP              | FR        |     37508 | NS      | $570886.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                      | BRENT CRUDE FUTR JUL23                                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       284 | NC      | $-218982.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD PEN                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-44151.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                              | Pfizer Inc                                                                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     42420 | NS      | $1873267.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                            | VeriSign Inc                                                                                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      6706 | NS      | $1462243.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                                                                                  | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     70903 | NS      | $773049.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                         | Bio-Techne Corp                                                                                                          | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1587 | NS      | $126420.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                             | Aena SME SA                                                                                                              | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      3204 | NS      | $481397.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CN        |         1 | NC      | $44180.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                         | First Solar Inc                                                                                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4028 | NS      | $715372.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Office Investment Corp                            | Daiwa Office Investment Corp                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |       759 | NS      | $3574132.59   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                      | Nibe Industrier AB                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     56482 | NS      | $610246.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                        | Wacker Chemie AG                                                                                                         | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      5773 | NS      | $872528.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                           | BHP Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    109594 | NS      | $3838215.45   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                             | ONE Gas Inc                                                                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1893 | NS      | $155907.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                             | GOLD 100 OZ FUTR APR23                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       262 | NC      | $180106.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                   | Molina Healthcare Inc                                                                                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2306 | NS      | $719079.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                      | LOW SU GASOIL G JUL23                                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       120 | NC      | $-81686.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                                                                                   | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    100121 | NS      | $840977.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | WHEAT FUTURE(CBT) SEP23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       284 | NC      | $285334.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $-49560.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                       | George Weston Ltd                                                                                                        | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1422 | NS      | $182934.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                       | National Storage Affiliates Trust                                                                                        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     36710 | NS      | $1497768.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ming Yang Smart Energy Group Ltd                        | Ming Yang Smart Energy Group Ltd                                                                                         | CUSIP: 000000000<br>LEI: 300300W76R6UJHEZL847 | Long             | EC               | CORP              | CN        |    199796 | NS      | $826825.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $67878.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gotion High-tech Co Ltd                                 | Gotion High-tech Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 300300J1NKV8ZBF0KN15 | Long             | EC               | CORP              | CN        |    144500 | NS      | $697971.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FuelCell Energy Inc                                     | FuelCell Energy Inc                                                                                                      | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    184678 | NS      | $675921.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                       | Nippon Steel Corp                                                                                                        | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     23400 | NS      | $487064.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                                                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3745 | NS      | $805774.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                            | Prysmian SpA                                                                                                             | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     25268 | NS      | $1031886.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                               | Orsted AS                                                                                                                | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      6822 | NS      | $607512.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                      | Samsung SDI Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |      1080 | NS      | $605234.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                   | LME ZINC FUTURE MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       112 | NC      | $1095036.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | GASOLINE RBOB FUT JUL23                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        66 | NC      | $-38128.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | NATURAL GAS FUTR MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       587 | NC      | $-14097400.53 | -1.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                                  | Danimer Scientific Inc                                                                                                   | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |    289320 | NS      | $659649.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Xinyi Solar Holdings Ltd                                | Xinyi Solar Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900QF7VIH03SB7Q08 | Long             | EC               | CORP              | KY        |    502000 | NS      | $653083.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                   | Red Electrica Corp SA                                                                                                    | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     18869 | NS      | $333960.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD PEN                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $113172.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                  | AmerisourceBergen Corp                                                                                                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      8982 | NS      | $1517598.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                  | Mueller Industries Inc                                                                                                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     10772 | NS      | $706104.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | California Water Service Group                                                                                           | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     11006 | NS      | $673237.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Gas Holdings Ltd                                  | China Gas Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900KTSZLZ21VV8T33 | Long             | EC               | CORP              | BM        |    130438 | NS      | $203068.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                | Bayer AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     20057 | NS      | $1248446.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED TWD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $44874.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unitil Corp                                             | Unitil Corp                                                                                                              | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $29215.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $28126.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                                                                      | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     15444 | NS      | $703165.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc                                                                                                   | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2046 | NS      | $873130.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                                     | UNITE Group PLC/The                                                                                                      | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |    125090 | NS      | $1540999.73   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED COP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |         1 | NC      | $12936.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                         | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   8655861 | NS      | $8655861.45   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-58358.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                     | VICI Properties Inc                                                                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |    230510 | NS      | $7878831.80   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | WTI CRUDE FUTURE MAY23                                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        69 | NC      | $269946.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                  | Palo Alto Networks Inc                                                                                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3974 | NS      | $630435.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $197788.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                  | RWE AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     17605 | NS      | $783754.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Itron Inc                                               | Itron Inc                                                                                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     12112 | NS      | $696076.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV               | Grupo Aeroportuario del Sureste SAB de CV                                                                                | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       822 | NS      | $223584.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                          | NETSTREIT Corp                                                                                                           | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |    165836 | NS      | $3338278.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                | Vinci SA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     23461 | NS      | $2650847.68   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    199241 | NS      | $458013.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                | Simon Property Group Inc                                                                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     34305 | NS      | $4406820.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-5474.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                          | TC Energy Corp                                                                                                           | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     44113 | NS      | $1900716.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED NOK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NO        |         1 | NC      | $-3616.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |         1 | NC      | $48885.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Instone Real Estate Group SE                            | Instone Real Estate Group SE                                                                                             | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |     81039 | NS      | $826938.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                         | Yum! Brands Inc                                                                                                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1160 | NS      | $151391.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                      | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $5687.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-173392.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-25951.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Capital International Airport Co Ltd            | Beijing Capital International Airport Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 5299001QWQN7CK66FE04 | Long             | EC               | CORP              | CN        |     72914 | NS      | $55455.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                                                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      9695 | NS      | $780350.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                           | Wolfspeed Inc                                                                                                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      6005 | NS      | $462445.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Aeroportuario del Pacifico SAB de CV              | Grupo Aeroportuario del Pacifico SAB de CV                                                                               | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      1579 | NS      | $272488.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD ZAR                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $62861.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                    | Infrastrutture Wireless Italiane SpA                                                                                     | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |    172567 | NS      | $1891123.34   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hicl Infrastructure PLC                                 | Hicl Infrastructure PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800BVXR1E5L7PEV94 | Long             | EC               | RF                | GB        |     88558 | NS      | $181407.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $52351.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PHP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |         1 | NC      | $-15798.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                          | PulteGroup Inc                                                                                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34020 | NS      | $1935397.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED CHF / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $24720.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                              | Fortescue Metals Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     36596 | NS      | $578054.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                         | Ulta Beauty Inc                                                                                                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      3037 | NS      | $1560896.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                               | Casella Waste Systems Inc                                                                                                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      7381 | NS      | $591365.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $43880.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                        | Oversea-Chinese Banking Corp Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     67400 | NS      | $665935.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                              | CF Industries Holdings Inc                                                                                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     29584 | NS      | $2505764.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Zurich AG                                     | Flughafen Zurich AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       830 | NS      | $151220.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3131 | NS      | $417080.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnLink Midstream LLC                                    | EnLink Midstream LLC                                                                                                     | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |      8610 | NS      | $109519.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innergex Renewable Energy Inc                           | Innergex Renewable Energy Inc                                                                                            | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Long             | EC               | CORP              | CA        |     62776 | NS      | $746395.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-17978.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | SUGAR 11 (WORLD) OCT23                                                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       315 | NC      | $524726.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                              | Neurocrine Biosciences Inc                                                                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5435 | NS      | $602904.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | WTI CRUDE FUTURE JUL23                                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       324 | NC      | $-409269.02   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                | UGI Corp                                                                                                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     35449 | NS      | $1411933.67   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Haixin Energy Technology Co Ltd                 | Beijing Haixin Energy Technology Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 300300EUF3KU2VACX387 | Long             | EC               | CORP              | CN        |   1856185 | NS      | $1179033.15   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD INR                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $32208.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc                                                                  | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     19021 | NS      | $702065.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                 | Panasonic Holdings Corp                                                                                                  | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     90000 | NS      | $834603.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Yuexiu Transport Infrastructure Ltd                     | Yuexiu Transport Infrastructure Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900M1O3AXRD4IBL13 | Long             | EC               | CORP              | BM        |     40845 | NS      | $24170.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                | Ameriprise Financial Inc                                                                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4556 | NS      | $1595146.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $6036.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                            | Hulic Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |    198500 | NS      | $1631627.77   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Utilities Corp                               | Chesapeake Utilities Corp                                                                                                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       620 | NS      | $78169.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                        | Transurban Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    551883 | NS      | $5410736.69   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                | KLA Corp                                                                                                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1101 | NS      | $432120.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                            | Glencore PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    454417 | NS      | $3043176.92   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $87413.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                            | AES Corp/The                                                                                                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     20661 | NS      | $566318.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                                       | Blink Charging Co                                                                                                        | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29545 | NS      | $402107.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Electronic Arts Inc                                     | Electronic Arts Inc                                                                                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     11714 | NS      | $1507357.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                                                                            | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1940 | NS      | $734639.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                                 | New Fortress Energy Inc                                                                                                  | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1678 | NS      | $65089.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                        | Skandinaviska Enskilda Banken AB                                                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     72234 | NS      | $874450.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                               | Frasers Centrepoint Trust                                                                                                | CUSIP: 000000000<br>LEI: 5493002RGQ266FKERZ83 | Long             | EC               |  | SG        |    616900 | NS      | $1045885.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | BRENT CRUDE FUTR MAY23                                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        65 | NC      | $329789.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       357 | NS      | $182676.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                           | Kroger Co/The                                                                                                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      8650 | NS      | $386049.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                           | Armada Hoffler Properties Inc                                                                                            | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |    283590 | NS      | $3595921.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                    | Commercial Metals Co                                                                                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     16690 | NS      | $905766.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                     | Cie de Saint-Gobain                                                                                                      | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     23876 | NS      | $1371226.49   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     47429 | NS      | $6843530.41   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                  | Eurofins Scientific SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     13554 | NS      | $972225.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                                                                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2891 | NS      | $764322.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD ZAR                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $34989.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                      | Auckland International Airport Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     52647 | NS      | $289744.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |         1 | NC      | $-26404.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD CLP                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-45147.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                | Lennox International Inc                                                                                                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2010 | NS      | $523846.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Water Affairs Group Ltd                           | China Water Affairs Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900XTSVH0DH4CEX74 | Long             | EC               | CORP              | BM        |     37713 | NS      | $32778.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                              | Hongkong Land Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |    137500 | NS      | $672206.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chewy Inc                                               | Chewy Inc                                                                                                                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      2414 | NS      | $108774.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Medical Properties Trust Inc                            | Medical Properties Trust Inc                                                                                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    288010 | NS      | $3729729.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Avangrid Inc                                            | Avangrid Inc                                                                                                             | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     25908 | NS      | $1092540.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                           | Automatic Data Processing Inc                                                                                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       414 | NS      | $93485.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Co Ltd                                    | Kunlun Energy Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |    173632 | NS      | $136935.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                       | Fortis Inc/Canada                                                                                                        | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     20867 | NS      | $857388.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                                          | Drax Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |    127976 | NS      | $1022077.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                              | Vonovia SE                                                                                                               | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |    181834 | NS      | $5136429.37   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                                              | Alcoa Corp                                                                                                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     16840 | NS      | $879721.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                 | Manulife Financial Corp                                                                                                  | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      3927 | NS      | $77710.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                             | John Bean Technologies Corp                                                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      8089 | NS      | $903783.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                        | ArcelorMittal SA                                                                                                         | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |    142231 | NS      | $4412421.45   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TPI Composites Inc                                      | TPI Composites Inc                                                                                                       | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |     58615 | NS      | $764925.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                | Digital Realty Trust Inc                                                                                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     18230 | NS      | $2089522.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG Industrial Inc                                                                                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |    129720 | NS      | $4618032.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | FTSE 100 IDX FUT MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -5 | NC      | $-17333.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                 | Naturgy Energy Group SA                                                                                                  | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     42960 | NS      | $1218440.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Invincible Investment Corp                              | Invincible Investment Corp                                                                                               | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               |  | JP        |      9400 | NS      | $4008829.96   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                       | Clean Harbors Inc                                                                                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      7867 | NS      | $1025070.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                         | WW Grainger Inc                                                                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2603 | NS      | $1534416.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                | Sumitomo Chemical Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    386400 | NS      | $1483247.22   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexcel Corp                                             | Hexcel Corp                                                                                                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12772 | NS      | $901447.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD PHP                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $24678.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                               | Segro PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |    566552 | NS      | $5831853.75   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                        | Mettler-Toledo International Inc                                                                                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       974 | NS      | $1493064.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                         | Installed Building Products Inc                                                                                          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      6912 | NS      | $760942.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN FUTURE JUL23                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       213 | NC      | $51521.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                                                                        | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    168978 | NS      | $2148199.40   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Livent Corp                                             | Livent Corp                                                                                                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     23739 | NS      | $615314.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |         1 | NC      | $-5054.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED TWD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $52143.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-2144.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westshore Terminals Investment Corp                     | Westshore Terminals Investment Corp                                                                                      | CUSIP: 96145A200<br>LEI: 549300IERWRM7D8GK487 | Long             | EC               | CORP              | CA        |      1599 | NS      | $29455.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jiangsu Expressway Co Ltd                               | Jiangsu Expressway Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900UWWTWZ6AKLYD43 | Long             | EC               | CORP              | CN        |     53270 | NS      | $52464.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                         | Weyerhaeuser Co                                                                                                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     45567 | NS      | $1568871.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaria Energia y Medio Ambiente SA                     | Solaria Energia y Medio Ambiente SA                                                                                      | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |     39616 | NS      | $812867.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                   | CK Asset Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    325500 | NS      | $2081087.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                          | Ayala Land Inc                                                                                                           | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |   3811900 | NS      | $2055993.61   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      6500 | NS      | $316737.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                           | Rexford Industrial Realty Inc                                                                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     68860 | NS      | $4370544.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                      | Teck Resources Ltd                                                                                                       | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     45245 | NS      | $1959108.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust           | Dream Industrial Real Estate Investment Trust                                                                            | CUSIP: 26153W109<br>LEI: 549300QOI0TM3CBYUH79 | Long             | EC               |  | CA        |    337994 | NS      | $3556360.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide         | Fraport AG Frankfurt Airport Services Worldwide                                                                          | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |      1612 | NS      | $91740.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       175 | NS      | $425967.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercialys SA                                            | Mercialys SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               |  | FR        |    105518 | NS      | $1171863.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD CZK                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-8258.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                | Elanco Animal Health Inc                                                                                                 | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     96959 | NS      | $1331247.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-6296.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                    | Chart Industries Inc                                                                                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      6240 | NS      | $836035.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Enterprises Water Group Ltd                     | Beijing Enterprises Water Group Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900TWUN2ALJKWRR11 | Long             | EC               | CORP              | BM        |   3246385 | NS      | $829567.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| City Office REIT Inc                                    | City Office REIT Inc                                                                                                     | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |    268600 | NS      | $2643024.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                             | Equinix Inc                                                                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     20700 | NS      | $15279291.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                  | Cousins Properties Inc                                                                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |    142545 | NS      | $3908583.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $7478.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                    | Colgate-Palmolive Co                                                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     19992 | NS      | $1490003.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                           | Coloplast A/S                                                                                                            | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |     10403 | NS      | $1256000.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                         | Equity LifeStyle Properties Inc                                                                                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     48410 | NS      | $3474869.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | SPI 200 FUTURES MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -3 | NC      | $-18295.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME NICKEL FUTURE MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        57 | NC      | $588792.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Region RE Ltd                                           | Region RE Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    772030 | NS      | $1481443.99   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc                                  | Ormat Technologies Inc                                                                                                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6223 | NS      | $575938.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD PHP                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $34645.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                            | Brambles Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37557 | NS      | $319367.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                             | Waters Corp                                                                                                              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      6308 | NS      | $2072682.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6208 | NS      | $2136483.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                               | Bunge Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     13809 | NS      | $1368471.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     79206 | NS      | $1656103.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     10337 | NS      | $1446766.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                          | Halliburton Co                                                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     26054 | NS      | $1073945.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     27448 | NS      | $2830712.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $31619.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD MXN                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-32340.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                                                                                              | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    132013 | NS      | $4023312.98   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                                                                     | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    191836 | NS      | $953424.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interfor Corp                                           | Interfor Corp                                                                                                            | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |     22989 | NS      | $459762.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $151691.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SA                                            | Ferrovial SA                                                                                                             | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |     21746 | NS      | $641686.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                           | DTE Energy Co                                                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6698 | NS      | $779446.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                      | Anglo American PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     91023 | NS      | $3925856.24   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                        | Algonquin Power & Utilities Corp                                                                                         | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |    120184 | NS      | $876167.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Bank USA N.A.                                      | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |         1 | NC      | $11176.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-33043.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Port Holdings Co Ltd                    | China Merchants Port Holdings Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |     58371 | NS      | $81825.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | COTTON NO.2 FUTR JUL23                                                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       102 | NC      | $117257.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                                                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1554 | NS      | $1034886.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                  | IDEXX Laboratories Inc                                                                                                   | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2885 | NS      | $1386242.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                               | ONEOK Inc                                                                                                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     15627 | NS      | $1070136.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                             | Hologic Inc                                                                                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      5181 | NS      | $421577.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                               | Park Hotels & Resorts Inc                                                                                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |    189100 | NS      | $2781661.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                    | Invitation Homes Inc                                                                                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     99970 | NS      | $3249025.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Huayou Cobalt Co Ltd                           | Zhejiang Huayou Cobalt Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 30030099QFLNMEGP7M05 | Long             | EC               | CORP              | CN        |     68670 | NS      | $671955.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                              | First Quantum Minerals Ltd                                                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     70044 | NS      | $1625086.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                        | American International Group Inc                                                                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     24366 | NS      | $1540418.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6870.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                           | Annaly Capital Management Inc                                                                                            | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     47211 | NS      | $1108042.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Ltd                                | China Resources Land Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |   1198000 | NS      | $5741479.27   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                                                                                       | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     84913 | NS      | $599806.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                        | Pennon Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |     11375 | NS      | $129129.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SunPower Corp                                           | SunPower Corp                                                                                                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     26956 | NS      | $469843.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LG Chem Ltd                                             | LG Chem Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      1225 | NS      | $691393.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballard Power Systems Inc                               | Ballard Power Systems Inc                                                                                                | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Long             | EC               | CORP              | CA        |    106520 | NS      | $697297.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ConocoPhillips                                          | ConocoPhillips                                                                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     70900 | NS      | $8640583.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer