# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035921
**Filing Date:** 2023-2
**Character Count:** 127859
**Document Hash:** c76a60a959bb485086e66299e537eca5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035921.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035921

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657622

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

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

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

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

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

## Series and Classes Contracts Data

### AST Wellington Management Hedged Equity Portfolio (Series ID: S000006790)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000018398 | AST Wellington Management Hedged Equity Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** AST Wellington Management Hedged Equity Portfolio

- **b. EDGAR series identifier (if any):** S000006790

- **c. LEI of Series:** 1OE1QZMNZY5OWKJ6D346

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

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

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **Yes**

### Fund Information

**Total Assets:** $1642232021.71

**Total Liabilities:** $99366901.63

**Net Assets:** $1542865120.08

**Cash Not Reported:** $2502551.70

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018398 | 6.06%                | 5.55%                | -1.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3106105.28             | $99561585.95                               |
| Month 2  | $-2591002.09             | $88734834.05                               |
| Month 3  | $1724713.36              | $-42180031.45                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                     | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lululemon Athletica Inc                  | Lululemon Athletica Inc                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      7445 | NS      | $2385229.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                         | Shutterstock Inc                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     11131 | NS      | $586826.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Edenred                                  | Edenred                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |    117510 | NS      | $6395528.87   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA             | B&M European Value Retail SA                 | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | GB        |    234986 | NS      | $1166423.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC             | British American Tobacco PLC                 | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     74399 | NS      | $2943087.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                                  | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     15613 | NS      | $768159.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                     | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    164899 | NS      | $12992392.21  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                               | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    107803 | NS      | $6564124.67   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Lt           | Brookfield Asset Management Ltd              | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       875 | NS      | $25093.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Irish Continental Group PLC              | Irish Continental Group PLC                  | CUSIP: 000000000<br>LEI: 635400FQKB6QXERQOC74 | Long             | EC               | CORP              | IE        |   1088298 | NS      | $4952225.58   | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Ross Stores Inc                          | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     25217 | NS      | $2926937.19   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                  | CAE Inc                                      | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     96762 | NS      | $1871637.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      7250 | NS      | $414047.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabtesco Corp                            | Nabtesco Corp                                | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |     43500 | NS      | $1103350.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                     | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     44036 | NS      | $5711909.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                | Alibaba Group Holding Ltd                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    129517 | NS      | $1421178.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                            | Axis Bank Ltd                                | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    278822 | NS      | $3137763.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Engineered Carbons SA              | Orion Engineered Carbons SA                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     21473 | NS      | $382434.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     40094 | NS      | $5376605.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                        | MONTREAL EXCHANGE S&P/TSX 60 INDEX           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -173 | NC      | $1026700.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                | Monro Inc                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14774 | NS      | $667784.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Elevance Health Inc                      | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9385 | NS      | $4814223.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     53734 | NS      | $2747956.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| KDDI Corp                                | KDDI Corp                                    | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     54344 | NS      | $1648084.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                  | Meituan                                      | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |     52000 | NS      | $1152103.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                              | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     94286 | NS      | $6823477.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                               | RPT Realty                                   | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     68266 | NS      | $685390.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS Group AG                             | UBS Group AG                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    162113 | NS      | $3013068.88   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                               | Genmab A/S                                   | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      8303 | NS      | $3510465.11   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.             | JPY/USD FORWARD                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2291645.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio               | MSILF Government Portfolio                   | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 201266608 | NS      | $201266608.26 | 13.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                  | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      1791 | NS      | $8261130.78   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Almirall SA                              | Almirall SA                                  | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |     99746 | NS      | $964474.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                             | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     43842 | NS      | $3890100.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                       | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17421 | NS      | $2096443.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                      | Astellas Pharma Inc                          | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     55500 | NS      | $843912.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                            | AIA Group Ltd                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    797579 | NS      | $8807977.23   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                     | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     11904 | NS      | $5791176.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      3517 | NS      | $622051.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp            | Yokogawa Bridge Holdings Corp                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45800 | NS      | $650824.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                | Mondi PLC                                    | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     83785 | NS      | $1416880.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HB Fuller Co                             | HB Fuller Co                                 | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      7337 | NS      | $525475.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                   | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     17698 | NS      | $5466912.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                             | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      6336 | NS      | $1765336.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Microsoft Corp                           | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    122516 | NS      | $29381787.12  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                               | Tenaris SA                                   | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     32034 | NS      | $1126315.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                     | Assured Guaranty Ltd                         | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      9133 | NS      | $568620.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc                                | Spire Inc                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      4552 | NS      | $313450.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cranswick PLC                            | Cranswick PLC                                | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |     87642 | NS      | $3249569.17   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                     | Taiwan Semiconductor Manufacturing Co Ltd    | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    115025 | NS      | $1670561.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity SA                                | Nexity SA                                    | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |     27238 | NS      | $760814.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information            | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     30593 | NS      | $2075735.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In           | First Interstate BancSystem Inc              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     13099 | NS      | $506276.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                  | Alexander & Baldwin Inc                      | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24501 | NS      | $458903.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                            | UniCredit SpA                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    384328 | NS      | $5453446.37   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                    | CK Asset Holdings Ltd                        | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |    283000 | NS      | $1735688.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                            | Huhtamaki Oyj                                | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |     43222 | NS      | $1480655.32   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                        | ACI Worldwide Inc                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     28900 | NS      | $664700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares Inc/           | First Citizens BancShares Inc/NC             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      4334 | NS      | $3286732.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                  | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    239608 | NS      | $19949762.08  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                             | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    147130 | NS      | $5145136.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                   | Koninklijke Philips NV                       | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     36785 | NS      | $553512.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                         | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     21045 | NS      | $2167424.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                       | Mativ Holdings Inc                           | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     31543 | NS      | $659248.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Industria de Diseno Textil SA            | Industria de Diseno Textil SA                | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     95895 | NS      | $2547071.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Industry Co Ltd               | Sany Heavy Industry Co Ltd                   | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |    254500 | NS      | $578775.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                           | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     86984 | NS      | $10264112.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co             | Canadian National Railway Co                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     67886 | NS      | $8064094.71   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                         | Black Knight Inc                             | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |    109546 | NS      | $6764465.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                  | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     41626 | NS      | $7848166.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                           | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     83710 | NS      | $7117024.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                            | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     44811 | NS      | $6925091.94   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI ACWI ETF                    | iShares MSCI ACWI ETF                        | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Long             | EC               | RF                | US        |     24304 | NS      | $2062923.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Sitio Royalties Corp                     | Sitio Royalties Corp                         | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21448 | NS      | $618765.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                           | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     15767 | NS      | $5482658.91   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                     | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     17522 | NS      | $4191788.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods Inc                 | United Natural Foods Inc                     | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     13986 | NS      | $541398.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                       | Kontoor Brands Inc                           | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     18333 | NS      | $733136.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sberbank of Russia PJSC                  | Sberbank of Russia PJSC                      | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     62600 | NS      | $6.26         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Talanx AG                                | Talanx AG                                    | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     46513 | NS      | $2192707.05   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                   | Standard Chartered PLC                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    234682 | NS      | $1750380.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                   | ICE US MSCI EMERGING MARKETS EM INDEX        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      -342 | NC      | $177265.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                               | Airbnb Inc                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     17658 | NS      | $1509759.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      8207 | NS      | $482981.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     11906 | NS      | $544818.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                 | Etsy Inc                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      8729 | NS      | $1045559.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CRH PLC                                  | CRH PLC                                      | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     44805 | NS      | $1783004.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ProAssurance Corp                        | ProAssurance Corp                            | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     32104 | NS      | $560856.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati           | Science Applications International Corp      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     50165 | NS      | $5564803.45   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                | FleetCor Technologies Inc                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     11833 | NS      | $2173485.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                 | Mitsubishi Estate Co Ltd                     | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     67900 | NS      | $879547.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Hotels International In           | Choice Hotels International Inc              | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     38493 | NS      | $4335851.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       182 | NC      | $910.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                      | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     81082 | NS      | $11979865.50  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                       | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     29041 | NS      | $9172890.26   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                     | Rentokil Initial PLC                         | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    178576 | NS      | $1097129.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1608 | NS      | $641849.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.                | EUR/USD FORWARD                              | CUSIP: 000000000<br>LEI: RUC0QBLBRPRCU4W1NE59 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-261461.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                      | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     41172 | NS      | $8722699.92   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or           | Hellenic Telecommunications Organization SA  | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |    113101 | NS      | $1766537.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                          | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      5021 | NS      | $2355200.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                            | Accenture PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     44412 | NS      | $11850898.08  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd               | Samsung Electronics Co Ltd                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     61546 | NS      | $2701453.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                  | Aramark                                      | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     24213 | NS      | $1000965.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     20956 | NS      | $516774.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                           | Ziff Davis Inc                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      7556 | NS      | $597679.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Topicus.com Inc                          | Topicus.com Inc                              | CUSIP: 89072T102<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      8832 | NS      | $463712.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                             | Insulet Corp                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      8779 | NS      | $2584449.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Triton International Ltd                 | Triton International Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     38020 | NS      | $2615015.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                | ePlus Inc                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     10416 | NS      | $461220.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                     | Tri Pointe Homes Inc                         | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32381 | NS      | $601962.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings            | Integra LifeSciences Holdings Corp           | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      8996 | NS      | $504405.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                | Linde PLC                                    | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |     40243 | NS      | $13126461.74  | 0.85%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corp                                 | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     61503 | NS      | $3284875.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     14332 | NS      | $538166.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                       | Publicis Groupe SA                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     61193 | NS      | $3909151.03   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC                                     | Industrial & Commercial Bank of China Ltd    | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   2511000 | NS      | $1287866.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                             | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     58937 | NS      | $15643058.54  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                              | Novartis AG                                  | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    116177 | NS      | $10513722.86  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                    | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     27002 | NS      | $6699466.22   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                        | HSBC Holdings PLC                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    338126 | NS      | $2095548.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd             | Chugai Pharmaceutical Co Ltd                 | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     65300 | NS      | $1665592.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                        | Bharti Airtel Ltd                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |    275668 | NS      | $2680903.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                        | U-Haul Holding Co                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     64864 | NS      | $3566222.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                          | SiriusPoint Ltd                              | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     55626 | NS      | $328193.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                           | Perficient Inc                               | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      4558 | NS      | $318285.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokian Renkaat Oyj                       | Nokian Renkaat Oyj                           | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |     93827 | NS      | $962885.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                               | Haleon PLC                                   | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    484261 | NS      | $1916035.06   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.         | S&P500 EMINI                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -45 | NC      | $242328.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                          | AstraZeneca PLC                              | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     84644 | NS      | $11453973.82  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation Inc                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2327 | NS      | $158445.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                             | Glencore PLC                                 | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    617313 | NS      | $4116642.35   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                  | Ping An Insurance Group Co of China Ltd      | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    260000 | NS      | $1708133.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                    | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13289 | NS      | $2195608.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                              | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     13671 | NS      | $4595369.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                        | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     74496 | NS      | $13159718.40  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I           | Reinsurance Group of America Inc             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      5741 | NS      | $815738.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International           | Johnson Controls International plc           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    204945 | NS      | $13116480.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                        | Bureau Veritas SA                            | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |    252527 | NS      | $6655096.15   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                              | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5166 | NS      | $687904.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                | Thales SA                                    | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |     20249 | NS      | $2587191.05   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                       | TSE TOPIX (TOKYO PRICE INDEX)                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       216 | NC      | $-28764.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                    | Element Solutions Inc                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    211775 | NS      | $3852187.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                   | Equitable Holdings Inc                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    170304 | NS      | $4887724.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PL           | London Stock Exchange Group PLC              | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     34780 | NS      | $2988339.28   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA            | EDP - Energias de Portugal SA                | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    186896 | NS      | $931640.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                   | UCB SA                                       | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     42604 | NS      | $3356920.30   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                          | Sands China Ltd                              | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | MO        |   1454722 | NS      | $4771820.09   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                   | Credit Acceptance Corp                       | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11318 | NS      | $5369259.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Siemens AG                               | Siemens AG                                   | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     23477 | NS      | $3236335.51   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                     | Royal Bank of Canada                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     49200 | NS      | $4625672.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Financial Co Ltd                     | CSC Financial Co Ltd                         | CUSIP: 000000000<br>LEI: 3003006CDEBNKXHOI130 | Long             | EC               | CORP              | CN        |    594000 | NS      | $518074.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                  | Bank of Nova Scotia/The                      | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     52098 | NS      | $2552571.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| T&D Holdings Inc                         | T&D Holdings Inc                             | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |    511300 | NS      | $7319128.69   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc               | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      9642 | NS      | $2784416.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                           | TC Energy Corp                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     58311 | NS      | $2324688.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings Inc                         | NMI Holdings Inc                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     25644 | NS      | $535959.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                 | CTS Corp                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     13704 | NS      | $540211.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kangwon Land Inc                         | Kangwon Land Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     61037 | NS      | $1123159.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                             | Capgemini SE                                 | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     19534 | NS      | $3265619.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UniFirst Corp/MA                         | UniFirst Corp/MA                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      3586 | NS      | $692062.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                    | NXP Semiconductors NV                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     55729 | NS      | $8806853.87   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                               | Sandvik AB                                   | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    108874 | NS      | $1967525.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -810 | NC      | $-1684800.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.         | CME E-MINI NASDAQ 100 INDEX                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       121 | NC      | $-1784755.59  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                   | Arch Capital Group Ltd                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     62944 | NS      | $3951624.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                   | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     39190 | NS      | $20777754.20  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd                                 | TOTO Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18650 | NS      | $632598.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc              | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     71990 | NS      | $15427457.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                 | Aegon NV                                     | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    276209 | NS      | $1399461.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                  | WPP PLC                                      | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    170601 | NS      | $1685535.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                               | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     10174 | NS      | $5211021.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                                 | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4248 | NS      | $555765.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      7590 | NS      | $3874163.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                             | Iberdrola SA                                 | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    391973 | NS      | $4575697.75   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                              | LG Chem Ltd                                  | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      4400 | NS      | $2101128.92   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                          | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    340296 | NS      | $27087561.60  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                 | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    111959 | NS      | $5706550.23   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                     | LXP Industrial Trust                         | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     36112 | NS      | $361842.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                  | BrightView Holdings Inc                      | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     45220 | NS      | $311565.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                 | ICON PLC                                     | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     12341 | NS      | $2397239.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                   | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     15651 | NS      | $2140743.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                        | Suzuki Motor Corp                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     20400 | NS      | $653357.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd             | Techtronic Industries Co Ltd                 | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    140000 | NS      | $1554958.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WideOpenWest Inc                         | WideOpenWest Inc                             | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     29131 | NS      | $265383.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BAE Systems PLC                          | BAE Systems PLC                              | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    479894 | NS      | $4956538.72   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                         | Schlumberger Ltd                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     51699 | NS      | $2763828.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    149574 | NS      | $3390842.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                              | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    202374 | NS      | $6463825.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                | Airbus SE                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     49223 | NS      | $5852737.91   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                       | Cellnex Telecom SA                           | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     35926 | NS      | $1191710.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company      | USD/GBP FORWARD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $277111.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc             | Spectrum Brands Holdings Inc                 | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      8033 | NS      | $489370.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                 | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     78939 | NS      | $13062825.72  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                            | SoftBank Corp                                | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    166800 | NS      | $1887120.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     40808 | NS      | $2647623.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      4408 | NS      | $3137878.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                    | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5814 | NS      | $618260.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     39283 | NS      | $525999.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly & Co                           | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     31038 | NS      | $11354941.92  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                             | DNB Bank ASA                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    109328 | NS      | $2159241.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                     | Tencent Holdings Ltd                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     54100 | NS      | $2293859.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Corp                              | Markel Corp                                  | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      5907 | NS      | $7782413.43   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                 | Phillips Edison & Co Inc                     | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     17887 | NS      | $569522.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Dai-ichi Life Holdings Inc               | Dai-ichi Life Holdings Inc                   | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     55100 | NS      | $1244343.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                              | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12475 | NS      | $5633959.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PALTAC Corp                              | PALTAC Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25500 | NS      | $893111.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                               | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     20259 | NS      | $2294129.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Check Corp                      | Sterling Check Corp                          | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27038 | NS      | $418277.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems Inc                        | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    193806 | NS      | $9232917.84   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                             | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      9933 | NS      | $1856179.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                    | Waste Connections Inc                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |     28342 | NS      | $3757015.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                        | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     18953 | NS      | $401424.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalwafers Co Ltd                      | Globalwafers Co Ltd                          | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |     80400 | NS      | $1114075.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                | Nestle SA                                    | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     13838 | NS      | $1598419.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo DRS Inc                         | Leonardo DRS Inc                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      6000 | NS      | $76680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc                                | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    117717 | NS      | $15294969.81  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                        | National Grid PLC                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    213124 | NS      | $2553088.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermon Group Holdings Inc               | Thermon Group Holdings Inc                   | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     21695 | NS      | $435635.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                | Sonos Inc                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     17050 | NS      | $288145.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                 | USD/CAD FORWARD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-253532.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     83401 | NS      | $4869784.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                  | Century Communities Inc                      | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     11701 | NS      | $585167.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       395 | NC      | $5455345.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                     | BWX Technologies Inc                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     76761 | NS      | $4458278.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      6795 | NS      | $534426.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                             | Eisai Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |     21080 | NS      | $1390269.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                     | Ryanair Holdings PLC                         | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     18087 | NS      | $1352184.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Brady Corp                               | Brady Corp                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      3200 | NS      | $150720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                 | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    141217 | NS      | $16523801.17  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                             | ING Groep NV                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    163577 | NS      | $1992558.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                   | MatsukiyoCocokara & Co                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38250 | NS      | $1922591.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                       | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     38564 | NS      | $7985447.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA              | Cie Financiere Richemont SA                  | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     23016 | NS      | $2984253.69   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                       | Anglo American PLC                           | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    102216 | NS      | $4002767.20   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                              | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     45854 | NS      | $2169811.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Enstar Group Ltd                         | Enstar Group Ltd                             | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |     12080 | NS      | $2790963.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     33942 | NS      | $2282938.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      8284 | NS      | $2303697.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                            | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      7862 | NS      | $2949193.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc                   | Tricon Residential Inc                       | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |    171121 | NS      | $1319426.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -395 | NC      | $-1870720.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                          | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     42736 | NS      | $11262218.08  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                             | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     99417 | NS      | $8771561.91   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     45196 | NS      | $5157767.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA              | FinecoBank Banca Fineco SpA                  | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |    452043 | NS      | $7506680.75   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                       | AerCap Holdings NV                           | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |    100658 | NS      | $5870374.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Hancock Whitney Corp                     | Hancock Whitney Corp                         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     14069 | NS      | $680798.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      5917 | NS      | $421941.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc                       | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     22644 | NS      | $5433654.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                             | Unilever PLC                                 | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    177277 | NS      | $8925896.95   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorola Solutions Inc                   | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     15484 | NS      | $3990381.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vidrala SA                               | Vidrala SA                                   | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |     34425 | NS      | $2958288.89   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D | PGIM Institutional Money Market Fund - D     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  92137226 | NS      | $92100370.89  | 5.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                | Bank of Ireland Group PLC                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |    302981 | NS      | $2887203.02   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Centerspace                              | Centerspace                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      8523 | NS      | $500044.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola HBC AG                         | Coca-Cola HBC AG                             | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     46061 | NS      | $1088826.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                | ZoomInfo Technologies Inc                    | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78400 | NS      | $2360624.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Houlihan Lokey Inc                       | Houlihan Lokey Inc                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3069 | NS      | $267494.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                   | Eastern Bankshares Inc                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     32145 | NS      | $554501.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                       | Koninklijke KPN NV                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    452776 | NS      | $1401457.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TriMas Corp                              | TriMas Corp                                  | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     31891 | NS      | $884656.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Can           | Constellation Software Inc/Canada            | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      8753 | NS      | $13665799.03  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       810 | NC      | $6423300.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                              | Brenntag SE                                  | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |    110566 | NS      | $7051333.08   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     26382 | NS      | $6023802.06   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomad Foods Ltd                          | Nomad Foods Ltd                              | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |    179520 | NS      | $3094924.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                         | Isuzu Motors Ltd                             | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    189510 | NS      | $2196966.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                 | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     76086 | NS      | $15807627.36  | 1.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Progress Software Corp                   | Progress Software Corp                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     16051 | NS      | $809772.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                               | Kellogg Co                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     31526 | NS      | $2245912.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                          | AZEK Co Inc/The                              | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     14707 | NS      | $298846.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ICF International Inc                    | ICF International Inc                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      4716 | NS      | $467119.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd           | Canadian Natural Resources Ltd               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     49031 | NS      | $2722777.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      9332 | NS      | $670970.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                           | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     88070 | NS      | $7397880.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Midea Group Co Ltd                       | Midea Group Co Ltd                           | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |     67900 | NS      | $506163.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In           | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    104411 | NS      | $10567437.31  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori           | Seacoast Banking Corp of Florida             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     18245 | NS      | $569061.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP Paribas SA                           | BNP Paribas SA                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     23969 | NS      | $1364775.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp                        | Chord Energy Corp                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      4195 | NS      | $573917.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                              | Nutrien Ltd                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     17691 | NS      | $1291547.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                      | Landis+Gyr Group AG                          | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |     17397 | NS      | $1229626.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     10394 | NS      | $492051.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                        | Syneos Health Inc                            | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     10921 | NS      | $400582.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                           | Public Storage                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      7791 | NS      | $2182960.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                 | Engie SA                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    146836 | NS      | $2100648.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp              | John Bean Technologies Corp                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      4689 | NS      | $428246.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                           | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    119981 | NS      | $13311891.95  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                             | Fortive Corp                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    100623 | NS      | $6465027.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd            | ASE Technology Holding Co Ltd                | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    305000 | NS      | $926705.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                            | Rio Tinto PLC                                | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     70567 | NS      | $4966790.65   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       301 | NC      | $1589280.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                     | Ares Management Corp                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |    175380 | NS      | $12003007.20  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                          | Sealed Air Corp                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     16286 | NS      | $812345.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Melco Resorts & Entertainment            | Melco Resorts & Entertainment Ltd            | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | HK        |    159460 | NS      | $1833790.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co             | Portland General Electric Co                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      9309 | NS      | $456141.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Globe Life Inc                           | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     41885 | NS      | $5049236.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                             | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     50838 | NS      | $12429382.62  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                             | Gentherm Inc                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      3054 | NS      | $199395.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C&C Group PLC                            | C&C Group PLC                                | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |    212628 | NS      | $451334.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                 | Vinci SA                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     23591 | NS      | $2351716.31   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                            | Medtronic PLC                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     94700 | NS      | $7360084.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tourism Group Duty Free            | China Tourism Group Duty Free Corp Ltd       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24200 | NS      | $709283.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd               | Axalta Coating Systems Ltd                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     21405 | NS      | $545185.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                    | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     21709 | NS      | $11844647.49  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                               | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     56709 | NS      | $5612489.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group           | Mitsubishi UFJ Financial Group Inc           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    824617 | NS      | $5535997.41   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                          | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     34284 | NS      | $4799760.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     12135 | NS      | $533818.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Galp Energia SGPS SA                     | Galp Energia SGPS SA                         | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     85154 | NS      | $1148781.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                       | United Internet AG                           | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     54149 | NS      | $1091893.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PL           | Direct Line Insurance Group PLC              | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    294396 | NS      | $784677.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                             | Unilever PLC                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     48210 | NS      | $2434018.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                              | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    220051 | NS      | $9512804.73   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                       | Coterra Energy Inc                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    359789 | NS      | $8840015.73   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp                         | ACCO Brands Corp                             | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     64884 | NS      | $362701.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                             | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     54835 | NS      | $6028559.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                   | American Woodmark Corp                       | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      8977 | NS      | $438616.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                          | ICU Medical Inc                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     23517 | NS      | $3703457.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Expeditors International of Wa           | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     57381 | NS      | $5963033.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                  | Manulife Financial Corp                      | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     79192 | NS      | $1412471.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                               | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40069 | NS      | $2439801.41   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| GoDaddy Inc                              | GoDaddy Inc                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    109478 | NS      | $8191143.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                        | Wolters Kluwer NV                            | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     26482 | NS      | $2770952.39   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                        | Owens & Minor Inc                            | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     19228 | NS      | $375522.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                       | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     54903 | NS      | $6903503.22   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Sherwin-Williams Co/The                  | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     17301 | NS      | $4106046.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                | Tokio Marine Holdings Inc                    | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    108117 | NS      | $2309637.93   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc               | Huron Consulting Group Inc                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      9297 | NS      | $674962.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                         | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     93376 | NS      | $5939647.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                      | UNITE Group PLC/The                          | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |     60460 | NS      | $663288.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                               | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    241238 | NS      | $12361035.12  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                       | FTSE 100 INDEX                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |      -172 | NC      | $-27306.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                    | Schneider Electric SE                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     18970 | NS      | $2664045.29   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp                    | Intact Financial Corp                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     72080 | NS      | $10376006.50  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                    | Uber Technologies Inc                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    119734 | NS      | $2961021.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd                         | WNS Holdings Ltd                             | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | IN        |      8398 | NS      | $671756.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties            | Gaming and Leisure Properties Inc            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    130760 | NS      | $6811288.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIGAO GROUP                             | Shandong Weigao Group Medical Polymer Co Ltd | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |    818800 | NS      | $1337894.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                       | Banca Generali SpA                           | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |     41389 | NS      | $1420748.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                     | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     74163 | NS      | $2456278.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                        | Banco Bradesco SA                            | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    740400 | NS      | $2111982.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      9732 | NS      | $482901.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                             | Enbridge Inc                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    108434 | NS      | $4238055.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                              | Makita Corp                                  | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     53200 | NS      | $1239305.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                 | Asahi Group Holdings Ltd                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     37370 | NS      | $1163239.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                              | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     75874 | NS      | $13707396.84  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                           | Air Lease Corp                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     17344 | NS      | $666356.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                | S&P 500 INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       572 | NC      | $4409548.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                | Chubb Ltd                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     83663 | NS      | $18456057.80  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                        | CNH Industrial NV                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    295081 | NS      | $4733689.80   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                            | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     83683 | NS      | $12139055.98  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                         | TotalEnergies SE                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    117309 | NS      | $7363861.75   | 0.48%             |  |  |  | No            |                  2 | On Loan: —       |
| Luxfer Holdings PLC                      | Luxfer Holdings PLC                          | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     27577 | NS      | $378356.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd                       | Trip.com Group Ltd                           | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |     42800 | NS      | $1476154.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                   | First Republic Bank/CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     23373 | NS      | $2848934.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd                           | Old Mutual Ltd                               | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |   1267928 | NS      | $770828.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                  | ENN Energy Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |    293200 | NS      | $4095432.57   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of California Inc                   | Banc of California Inc                       | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     33608 | NS      | $535375.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montana Aerospace AG                     | Montana Aerospace AG                         | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |     44228 | NS      | $686264.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                        | Compass Group PLC                            | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    134311 | NS      | $3101514.05   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      4659 | NS      | $420521.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| National Instruments Corp                | National Instruments Corp                    | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     14750 | NS      | $544275.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                   | AXA SA                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    157467 | NS      | $4386328.15   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     64073 | NS      | $2375186.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                  | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     81285 | NS      | $12319554.60  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                               | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     76702 | NS      | $11164743.12  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                     | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     29944 | NS      | $1905037.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou           | White Mountains Insurance Group Ltd          | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       435 | NS      | $615233.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Z Holdings Corp                          | Z Holdings Corp                              | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    272600 | NS      | $680822.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

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