# EDGAR Filing Document

**Accession Number:** 0000069752
**File Stem:** 0001752724-23-018101
**Filing Date:** 2023-1
**Character Count:** 579499
**Document Hash:** 0affa2a13989446048907729832da50b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018101.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018101

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB GLOBAL RISK ALLOCATION FUND, INC.
- **CENTRAL INDEX KEY:** 0000069752
- **IRS NUMBER:** 136020908
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00134
- **FILM NUMBER:** 23567692

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL RISK ALLOCATION FUND, INC.
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BALANCED SHARES INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BALANCED SHARES INC/NJ
- **DATE OF NAME CHANGE:** 19990428

## Series and Classes Contracts Data

### AB GLOBAL RISK ALLOCATION FUND, INC. (Series ID: S000009974)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000027567 | Class A       | CABNX           |
| C000027569 | Class C       | CBACX           |
| C000027570 | Advisor Class | CBSYX           |
| C000027571 | Class R       | CBSRX           |
| C000027572 | Class K       | CBSKX           |
| C000027573 | Class I       | CABIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB GLOBAL RISK ALLOCATION FUND, INC.

- **b. Investment Company Act file number:** 811-00134

- **c. CIK number of Registrant:** 0000069752

- **d. LEI of Registrant:** 549300RSIE10WXQ2LF59

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB GLOBAL RISK ALLOCATION FUND, INC.

- **b. EDGAR series identifier (if any):** S000009974

- **c. LEI of Series:** 549300RSIE10WXQ2LF59

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $244242290.92

**Total Liabilities:** $5023810.56

**Net Assets:** $239218480.36

**Amount of Assets Invested in Other Investment Companies:** $13071239.67

**Cash Not Reported:** $14322291.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -49305.38000000 | **1-Year:** -79101.37000000 | **5-Year:** -141074.63000000 | **10-Year:** -133255.26000000 | **30-Year:** -97039.98000000

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

- **3-Month:** -21274.04000000 | **1-Year:** -56907.17000000 | **5-Year:** -111864.80000000 | **10-Year:** -101429.23000000 | **30-Year:** -60937.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027571 | -7.13%               | 2.68%                | 4.38%                |
| Class ID C000027573 | -7.09%               | 2.77%                | 4.43%                |
| Class ID C000027570 | -7.08%               | 2.76%                | 4.42%                |
| Class ID C000027569 | -7.21%               | 2.68%                | 4.35%                |
| Class ID C000027572 | -7.11%               | 2.68%                | 4.43%                |
| Class ID C000027567 | -7.15%               | 2.73%                | 4.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1053371.19              | $-10283551.15                              |
| Month 2  | $420294.42               | $5721353.78                                |
| Month 3  | $-138590.21              | $6630064.23                                |

**Designated Index Information**

- **Index Name:** 60% MSCI World/40% Bloomberg Global Aggregate Bond Index

- **Index Identifier:** .WORLD:MSCI,LEGATRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New York Mercantile Exchange                              | NATURAL GAS FUTR JAN23                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         64 | NC      | $-484611.53   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                     | LME PRI ALUM FUTR JAN23                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         32 | NC      | $188349.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        378 | NS      | $82989.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                                                        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        568 | NS      | $61548.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $46643.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                                                                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        742 | NS      | $96934.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial PLC                                   | Provident Financial PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |       1368 | NS      | $3253.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                       | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |        643 | NS      | $26536.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-34368.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |          1 | NC      | $26917.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        539 | NS      | $22858.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                           | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       1098 | NS      | $26111.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | St James's Place PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |       2130 | NS      | $29937.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co                                    | Victoria's Secret & Co                                                                                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |        136 | NS      | $6256.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |         90 | NS      | $69842.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       6282 | NS      | $18371.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                                                                      | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      19584 | NS      | $92926.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       2148 | NS      | $106798.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-28315.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp                                                                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        546 | NS      | $151782.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Boskalis NV                                   | Koninklijke Boskalis NV                                                                                            | CUSIP: 000000000<br>LEI: 724500W1FESNTNY5DL70 | Long             | EC               | CORP              | NL        |        549 | NS      | $18852.55     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        420 | NS      | $53852.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $714.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                                                           | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |        856 | NS      | $37398.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                                                             | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       1553 | NS      | $82420.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        534 | NS      | $85573.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | SOYBEAN FUTURE MAY23                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         30 | NC      | $20824.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        570 | NS      | $232326.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        701 | NS      | $35729.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $4624.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $16427.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       1449 | NS      | $46065.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        987 | NS      | $25386.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                        | Weir Group PLC/The                                                                                                 | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |        503 | NS      | $10936.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |       1130 | NS      | $40780.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       1019 | NS      | $231394.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                             | BlackRock Inc                                                                                                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        109 | NS      | $78044.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       1868 | NS      | $19246.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        326 | NS      | $16303.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       3109 | NS      | $35442.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       7665 | NS      | $11279.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        471 | NS      | $89362.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1909.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       5115 | NS      | $25201.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        382 | NS      | $97669.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                         | DISH Network Corp                                                                                                  | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |        297 | NS      | $4766.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                             | Accenture PLC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        613 | NS      | $184470.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                       | DENTSPLY SIRONA Inc                                                                                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        989 | NS      | $29927.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                                                                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        641 | NS      | $41575.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        228 | NS      | $85626.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                                                          | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      31583 | NS      | $6890.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        672 | NS      | $95706.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                                                                                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       1183 | NS      | $47745.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-91315.29    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       1054 | NS      | $102027.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Franz Colruyt NV                           | Etablissements Franz Colruyt NV                                                                                    | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |        915 | NS      | $24172.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        869 | NS      | $35246.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                                                                                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       1339 | NS      | $22187.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd                                            | Old Mutual Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |       9763 | NS      | $6483.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        465 | NS      | $17088.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7707.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-17119.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-9166.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $411.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-91343.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                                                                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        403 | NS      | $28911.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-12541.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                                                             | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |          1 | NS      | $102988.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        130 | NS      | $54613.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |        621 | NS      | $44109.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-87829.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        744 | NS      | $86348.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        411 | NS      | $22766.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        435 | NS      | $79748.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        361 | NS      | $183326.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                             | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        706 | NS      | $11755.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                                                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         57 | NS      | $92736.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                                  | Aegon NV                                                                                                           | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |       4545 | NS      | $22281.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       1277 | NS      | $14085.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                                     | Orion Office REIT Inc                                                                                              | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |        116 | NS      | $1077.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        910 | NS      | $16718.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $87426.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                      | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |        471 | NS      | $51222.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       1147 | NS      | $151576.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                                                        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        869 | NS      | $131879.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $4269.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        246 | NS      | $77834.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-46119.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                    | Sirius XM Holdings Inc                                                                                             | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |       4633 | NS      | $30068.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Broadband Corp                                    | Liberty Broadband Corp                                                                                             | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        346 | NS      | $31437.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       1315 | NS      | $80359.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       1174 | NS      | $79374.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                                                                             | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        249 | NS      | $41874.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                        | Kontoor Brands Inc                                                                                                 | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |         82 | NS      | $3562.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        324 | NS      | $70447.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        763 | NS      | $12421.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        554 | NS      | $98612.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS2DJO2   IRS NZD R F  3.50750 IS2DJO2 CCPVANILLA / Short: SS2DJO2   IRS NZD P V 03MNZDBB IS2DJP3 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   20260000 | OU      | $-430881.26   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp                                                                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |       1162 | NS      | $73287.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        324 | NS      | $88383.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         37 | NC      | $25827.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                                           | Atco Ltd/Canada                                                                                                    | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |       1665 | NS      | $53311.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                               | Cerence Inc                                                                                                        | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        343 | NS      | $7034.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       1082 | NS      | $73154.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                          | Sensata Technologies Holding PLC                                                                                   | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |        858 | NS      | $38695.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       5507 | NS      | $6102.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       2639 | NS      | $26135.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        565 | NS      | $81309.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                                                                | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        450 | NS      | $34068.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        310 | NS      | $169805.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      22765 | NS      | $116208.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-2191.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      13599 | NS      | $81209.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                                                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       1132 | NS      | $80729.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        669 | NS      | $99446.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                                                   | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        747 | NS      | $72959.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                                                                     | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       2477 | NS      | $36439.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                             | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |        816 | NS      | $9155.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                                                                           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        775 | NS      | $42710.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        269 | NS      | $164229.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        715 | NS      | $71264.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                        | Millicom International Cellular SA                                                                                 | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |        591 | NS      | $8020.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $71221.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                 | Enagas SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |       3496 | NS      | $63146.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                                                                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        195 | NS      | $68840.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                                                           | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       1288 | NS      | $17512.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        502 | NS      | $74747.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-37711.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |        579 | NS      | $23740.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                                                             | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |          9 | NS      | $94673.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        481 | NS      | $22015.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |       3092 | NS      | $23070.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travis Perkins PLC                                        | Travis Perkins PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |        697 | NS      | $7825.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | COFF ROBUSTA 10TN JAN23                                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         13 | NC      | $-20775.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        618 | NS      | $82577.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       2168 | NS      | $174372.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        690 | NS      | $33085.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        412 | NS      | $38361.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       2510 | NS      | $48066.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       1407 | NS      | $171386.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $9292.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |        763 | NS      | $11817.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                         | ManpowerGroup Inc                                                                                                  | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        340 | NS      | $29756.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $76610.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                          | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         68 | NS      | $67753.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2156 | NS      | $182613.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        532 | NS      | $75873.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                      | AGNC Investment Corp                                                                                               | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |       2408 | NS      | $24055.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                   | UDR Inc                                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       1200 | NS      | $49764.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                     | LME NICKEL FUTURE JAN23                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          8 | NC      | $258361.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       1305 | NS      | $111316.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        836 | NS      | $71896.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       1472 | NS      | $182572.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                                                                                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       1390 | NS      | $42575.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      11257 | NS      | $31015.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                             | Electrolux AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |        748 | NS      | $10697.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                                                   | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        376 | NS      | $54294.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |        107 | NS      | $6475.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                                   | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      13636 | NS      | $104450.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                                                           | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       1945 | NS      | $30479.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        606 | NS      | $31239.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viaplay Group AB                                          | Viaplay Group AB                                                                                                   | CUSIP: 000000000<br>LEI: 5493006E0IJD0DHJSR89 | Long             | EC               | CORP              | SE        |         65 | NS      | $1295.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Laboratories NV                                      | Core Laboratories NV                                                                                               | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |        280 | NS      | $6070.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |       1312 | NS      | $10577.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       1379 | NS      | $222267.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        570 | NS      | $128996.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        362 | NS      | $47367.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCROW ALTEGRITY INC                                      | ESCROW ALTEGRITY INC                                                                                               | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1120 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $2635.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $18270.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                 | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        351 | NS      | $23101.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                            | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        480 | NS      | $37501.56     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Aryzta AG                                                 | Aryzta AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |       6292 | NS      | $7748.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |          1 | NC      | $-18922.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       1802 | NS      | $101056.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                                    | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        978 | NS      | $51804.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                                | Alleima AB                                                                                                         | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |        181 | NS      | $709.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Distribuidora Internacional de Alimentacion SA            | Distribuidora Internacional de Alimentacion SA                                                                     | CUSIP: 000000000<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |      54700 | NS      | $789.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                                                       | CUSIP: 874060205<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       1184 | NS      | $17440.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Unilever PLC                                              | Unilever PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        811 | NS      | $40550.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        522 | NS      | $161903.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                        | nVent Electric PLC                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        481 | NS      | $19244.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $-12263.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-10677.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $21912.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $32616.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        613 | NS      | $28522.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8529.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $32895.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-19204.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd                                                                                                  | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |       4153 | NS      | $61686.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        435 | NS      | $112951.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                           | Tate & Lyle PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |       4015 | NS      | $35663.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        466 | NS      | $51705.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp                                                                                                | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |       1532 | NS      | $93242.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        787 | NS      | $42551.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF            | VanEck J. P. Morgan EM Local Currency Bond ETF                                                                     | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |      98020 | NS      | $2376004.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-23811.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4448.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                 | SmartCentres Real Estate Investment Trust                                                                          | CUSIP: 83179X108<br>LEI: 549300HKEP2IYWZ14H97 | Long             | EC               |  | CA        |       1619 | NS      | $33098.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                                                              | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        132 | NS      | $70565.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                         | Remy Cointreau SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |        337 | NS      | $58324.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Group Holding NV                                  | Telenet Group Holding NV                                                                                           | CUSIP: 000000000<br>LEI: 213800FA3K4S56INQI67 | Long             | EC               | CORP              | BE        |        522 | NS      | $8333.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        346 | NS      | $193836.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        505 | NS      | $272321.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                                                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        215 | NS      | $22970.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS2DJQ4   IRS NZD R F  3.44500 IS2DJQ4 CCPVANILLA / Short: SS2DJQ4   IRS NZD P V 03MNZDBB IS2DJR5 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10120000 | OU      | $-230679.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        595 | NS      | $31082.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       3408 | NS      | $63064.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                              | Ferguson PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |        296 | NS      | $33557.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        214 | NS      | $72319.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       1249 | NS      | $21380.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        106 | NS      | $170882.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris                                        | Aeroports de Paris                                                                                                 | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |        132 | NS      | $20346.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                                                                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       1553 | NS      | $113400.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProSiebenSat.1 Media SE                                   | ProSiebenSat.1 Media SE                                                                                            | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |        638 | NS      | $5797.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $4653.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |        970 | NS      | $17825.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       1099 | NS      | $68368.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                                                        | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1731 | NS      | $40329.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       1061 | NS      | $53877.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                      | Western Union Co/The                                                                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       3117 | NS      | $45695.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        331 | NS      | $18599.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                                                                  | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |       1193 | NS      | $19227.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       1712 | NS      | $77793.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       1075 | NS      | $43216.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       1055 | NS      | $104592.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        364 | NS      | $51662.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $6362.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                                                            | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |       1555 | NS      | $3633.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       1779 | NS      | $106579.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        284 | NS      | $35775.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        676 | NS      | $74150.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | WHEAT FUTURE(CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         27 | NC      | $-145826.68   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        181 | NS      | $20777.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        816 | NS      | $126463.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       6226 | NS      | $182208.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical Inc                                                                                        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        341 | NS      | $34434.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |          1 | NC      | $56309.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT DEC22                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         33 | NC      | $176457.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                                | Splunk Inc                                                                                                         | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        575 | NS      | $44666.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                   | Aramark                                                                                                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       1174 | NS      | $48838.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                                                        | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |        458 | NS      | $18406.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       1172 | NS      | $67565.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp                                                                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |        664 | NS      | $44109.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio                                                   | Covivio                                                                                                            | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |        424 | NS      | $24551.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block Inc                                             | H&R Block Inc                                                                                                      | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        830 | NS      | $36279.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                                                           | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       2095 | NS      | $46742.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-4151.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                  | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         44 | NS      | $1135.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       1051 | NS      | $36469.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                              | Arconic Corp                                                                                                       | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |        206 | NS      | $4908.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                 | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        355 | NS      | $65239.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |        354 | NS      | $19373.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                            | New York Community Bancorp Inc                                                                                     | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       3312 | NS      | $30967.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        233 | NS      | $56059.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        564 | NS      | $27303.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS CORP                                                                                                         | CUSIP: 87971M996<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |       6684 | NS      | $142311.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |        258 | NS      | $14944.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                    | TUI AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |       4509 | NS      | $8087.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       1284 | NS      | $161062.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                          | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        436 | NS      | $146705.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                                                                                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        793 | NS      | $32909.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                               | Polaris Inc                                                                                                        | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        248 | NS      | $28286.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                          | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        371 | NS      | $81467.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                             | Affiliated Managers Group Inc                                                                                      | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |        225 | NS      | $36094.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        460 | NS      | $36689.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                 | West Fraser Timber Co Ltd                                                                                          | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       1065 | NS      | $83306.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                          | Under Armour Inc                                                                                                   | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       1242 | NS      | $10830.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       2353 | NS      | $77442.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thungela Resources Ltd                                    | Thungela Resources Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |        141 | NS      | $2613.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co PLC/The                                   | British Land Co PLC/The                                                                                            | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |       5156 | NS      | $24725.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        291 | NS      | $48963.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                        | Capri Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |        474 | NS      | $27183.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-18961.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                              | Bread Financial Holdings Inc                                                                                       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |        215 | NS      | $8821.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                                                       | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EC               | CORP              | DE        |        377 | NS      | $23173.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | Getinge AB                                                                                                         | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |       2759 | NS      | $64484.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                       | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       8917 | NS      | $100739.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        241 | NS      | $60825.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                          | Black Knight Inc                                                                                                   | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        362 | NS      | $22440.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                  | Coty Inc                                                                                                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       2104 | NS      | $16558.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       1190 | NS      | $83561.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |       3319 | NS      | $18672.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita Inc                                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        632 | NS      | $46597.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        609 | NS      | $106794.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       2007 | NS      | $102959.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        824 | NS      | $30191.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                 | Qorvo Inc                                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        444 | NS      | $44067.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                             | Celanese Corp                                                                                                      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        722 | NS      | $77470.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT DEC22                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -27 | NC      | $-600270.83   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                                                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        660 | NS      | $89245.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-10479.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                                                          | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       1045 | NS      | $69552.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                                                        | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       1109 | NS      | $21192.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                          | Under Armour Inc                                                                                                   | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       1122 | NS      | $11220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantia SpA                                              | Atlantia SpA                                                                                                       | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | EC               | CORP              | IT        |        613 | NS      | $14642.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                                                 | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       1168 | NS      | $56257.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Reinsurance Partners Ltd      | Brookfield Asset Management Reinsurance Partners Ltd                                                               | CUSIP: 000000000<br>LEI: 9845004583U3B8E06924 | Long             | EC               | CORP              | BM        |         12 | NS      | $566.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        558 | NS      | $15837.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        860 | NS      | $103372.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-83783.52    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        350 | NS      | $57872.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Christian Dior SE                                         | Christian Dior SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500WESYQMQ1F2C272 | Long             | EC               | CORP              | FR        |        102 | NS      | $77650.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        325 | NS      | $96937.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $2444.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                                                                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        496 | NS      | $65829.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        338 | NS      | $10968.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orascom Construction PLC                                  | Orascom Construction PLC                                                                                           | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |        173 | NS      | $685.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        408 | NS      | $29355.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       2176 | NS      | $22110.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |        378 | NS      | $15456.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                                                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       1790 | NS      | $52840.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       1491 | NS      | $61682.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schibsted ASA                                             | Schibsted ASA                                                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |        973 | NS      | $18682.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        788 | NS      | $24765.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME PRI ALUM FUTR JAN23                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -7 | NC      | $-23851.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        910 | NS      | $136454.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                                                            | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        862 | NS      | $44972.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                 | Lear Corp                                                                                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        199 | NS      | $28703.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                             | Proximus SADP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |       1770 | NS      | $18515.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        422 | NS      | $10621.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                               | COPPER FUTURE MAR23                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $46394.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |       1098 | NS      | $9882.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                                | Axalta Coating Systems Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |       2149 | NS      | $57679.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                                | Seagen Inc                                                                                                         | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        303 | NS      | $36781.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                                                       | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       3499 | NS      | $201228.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        386 | NS      | $178247.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $58.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $24639.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                 | FleetCor Technologies Inc                                                                                          | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        249 | NS      | $48853.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        683 | NS      | $53984.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | COFFEE 'C' FUTURE MAY23                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         10 | NC      | $15142.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       1653 | NS      | $77376.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trisura Group Ltd                                         | Trisura Group Ltd                                                                                                  | CUSIP: 89679A209<br>LEI: 549300S7H452RZFP8305 | Long             | EC               | CORP              | CA        |         28 | NS      | $892.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                         | Qurate Retail Inc                                                                                                  | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |       1207 | NS      | $2836.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |          1 | NC      | $83833.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        400 | NS      | $28586.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        701 | NS      | $47079.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        499 | NS      | $35809.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       3412 | NS      | $264873.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                           | Hanesbrands Inc                                                                                                    | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |       1331 | NS      | $8944.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       2387 | NS      | $36950.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $78856.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       2088 | NS      | $58276.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        845 | NS      | $156755.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                            | Bombardier Inc                                                                                                     | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |        292 | NS      | $10287.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        847 | NS      | $152849.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        377 | NS      | $66540.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                 | Brighthouse Financial Inc                                                                                          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |         60 | NS      | $3344.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        192 | NS      | $24561.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                                                                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        393 | NS      | $72048.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-108156.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       1263 | NS      | $99031.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        956 | NS      | $83219.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                                                         | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |       1705 | NS      | $28175.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-54481.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       1368 | NS      | $61272.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        203 | NS      | $7386.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       1560 | NS      | $157544.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |        294 | NS      | $27375.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | N/A              | DE               |  | CH        |        570 | NS      | $506.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dufry AG                                                  | Dufry AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |        127 | NS      | $5202.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                                                                 | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |         33 | NS      | $67399.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                     | Boston Properties Inc                                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |        360 | NS      | $25948.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Point Energy Corp                                | Crescent Point Energy Corp                                                                                         | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |       2365 | NS      | $18372.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        855 | NS      | $201600.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       3838 | NS      | $20993.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tele2 AB                                                  | Tele2 AB                                                                                                           | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       4849 | NS      | $43074.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME NICKEL FUTURE JAN23                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -2 | NC      | $-43055.66    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        607 | NS      | $65823.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |          1 | NC      | $38630.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia SE                                               | Faurecia SE                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |         35 | NS      | $583.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       1578 | NS      | $124961.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       2026 | NS      | $238642.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       5037 | NS      | $100167.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        356 | NS      | $25463.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      36308 | NS      | $20717.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-21576.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                     | Lincoln National Corp                                                                                              | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        446 | NS      | $17367.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                               | Long: SS2DK27   IRS AUD R F   .87200 IS2DK27 CCPVANILLA / Short: SS2DK27   IRS AUD P V 06MBBSW IS2DK38 CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8630000 | OU      | $-1299264.57  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        279 | NS      | $129287.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-231141.33   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                     | Primaris Real Estate Investment Trust                                                                              | CUSIP: 000000000<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               |  | CA        |        910 | NS      | $10140.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       4004 | NS      | $63807.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        718 | NS      | $155806.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       3043 | NS      | $51061.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                                                        | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |        832 | NS      | $33689.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       1397 | NS      | $94493.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       1332 | NS      | $109503.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                                                       | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       1314 | NS      | $54263.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Oyj                                         | Metso Outotec Oyj                                                                                                  | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |       1685 | NS      | $15866.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                                                        | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        240 | NS      | $18271.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      13473 | NS      | $41329.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                                                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        940 | NS      | $27137.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                                                          | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       3826 | NS      | $27280.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        224 | NS      | $21453.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        268 | NS      | $87535.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        996 | NS      | $153523.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                                                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        794 | NS      | $68776.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                                                       | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       2207 | NS      | $18103.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG                                                                                  | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       7772 | NS      | $18588.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       1769 | NS      | $80082.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        375 | NS      | $45037.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electrolux Professional AB                                | Electrolux Professional AB                                                                                         | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |        748 | NS      | $3100.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       1514 | NS      | $147615.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                                                           | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        174 | NS      | $5735.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                           | TripAdvisor Inc                                                                                                    | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |        426 | NS      | $8686.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2H7Y0   IRS NZD R V 03MNZDBB IS2H7Z1 CCPVANILLA / Short: BS2H7Y0   IRS NZD P F  3.44500 IS2H7Y0 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2370000 | OU      | $54059.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        778 | NS      | $179095.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       1696 | NS      | $27599.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        274 | NS      | $146020.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                                                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        555 | NS      | $48745.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        758 | NS      | $21997.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                                                                                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        614 | NS      | $94562.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                              | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        516 | NS      | $90733.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                               | Pediatrix Medical Group Inc                                                                                        | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        637 | NS      | $10179.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                              | Vontier Corp                                                                                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |        269 | NS      | $5280.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       1288 | NS      | $31538.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        938 | NS      | $74664.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $9773.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        627 | NS      | $73296.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                                                             | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | N/A              | DE               |  | CH        |       1310 | NS      | $121.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        226 | NS      | $33950.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       4463 | NS      | $73329.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                                                        | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        322 | NS      | $20473.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-71263.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $-12911.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        169 | NS      | $51573.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                                                      | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       1356 | NS      | $82994.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |       1472 | NS      | $15470.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc                                     | Bed Bath & Beyond Inc                                                                                              | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |        660 | NS      | $2244.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       2368 | NS      | $247124.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        797 | NS      | $53128.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       1192 | NS      | $177798.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Match AB                                          | Swedish Match AB                                                                                                   | CUSIP: 000000000<br>LEI: 529900YVXCGNWAUYZG78 | Long             | EC               | CORP              | SE        |      13450 | NS      | $147683.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                                                      | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       3731 | NS      | $101599.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       1632 | NS      | $102000.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | COTTON NO.2 FUTR MAY23                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         18 | NC      | $14796.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies Inc                                                                                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        806 | NS      | $76457.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                               | SILVER FUTURE MAR23                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         10 | NC      | $30003.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                                                             | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        300 | NS      | $33975.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $137508.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                          | DT Midstream Inc                                                                                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        343 | NS      | $20693.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers Inc                                                                                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        690 | NS      | $33057.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        421 | NS      | $33541.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imerys SA                                                 | Imerys SA                                                                                                          | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |        563 | NS      | $22367.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        198 | NS      | $96067.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       3797 | NS      | $65913.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-24084.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                                                          | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |        936 | NS      | $10494.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       6427 | NS      | $20439.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |          1 | NC      | $-970.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                                                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       3725 | NS      | $93710.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-33620.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        362 | NS      | $76943.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                       | Liberty Media Corp-Liberty SiriusXM                                                                                | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        855 | NS      | $37474.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        217 | NS      | $60736.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       1122 | NS      | $31461.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                                                             | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        488 | NS      | $7312.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                                             | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         10 | NS      | $21230.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard Inc                                                                                       | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       3374 | NS      | $153706.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                            | ChampionX Corp                                                                                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |        214 | NS      | $6599.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc                                 | Finning International Inc                                                                                          | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       1846 | NS      | $46755.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        367 | NS      | $23054.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eutelsat Communications SA                                | Eutelsat Communications SA                                                                                         | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |       1132 | NS      | $9006.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        221 | NS      | $55506.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        384 | NS      | $64473.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTL Group SA                                              | RTL Group SA                                                                                                       | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |         30 | NS      | $1234.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                                                        | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        277 | NS      | $16600.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NOV Inc                                                   | NOV Inc                                                                                                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        851 | NS      | $19113.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       2652 | NS      | $98300.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                                | Currys PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |       4868 | NS      | $4618.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                                                                                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        379 | NS      | $42872.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                                        | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       1016 | NS      | $191658.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS2DJM0   IRS AUD R F  3.04000 IS2DJM0 CCPVANILLA / Short: SS2DJM0   IRS AUD P V 06MBBSW IS2DJN1 CCPVANILLA  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4740000 | OU      | $-101876.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        311 | NS      | $79771.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         10 | NS      | $23494.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                                                                                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       1509 | NS      | $80324.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        995 | NS      | $253864.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       1483 | NS      | $48762.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                                                           | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      10639 | NS      | $57395.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |        635 | NS      | $40078.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                            | A O Smith Corp                                                                                                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        711 | NS      | $43186.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        301 | NS      | $59194.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                          | Paramount Global                                                                                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        829 | NS      | $16646.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                               | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        621 | NS      | $46196.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        757 | NS      | $19760.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       1060 | NS      | $70256.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        362 | NS      | $90261.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                       | Johnson Matthey PLC                                                                                                | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |       1127 | NS      | $28609.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                                                              | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       1365 | NS      | $52834.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $9222.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME LEAD FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          2 | NC      | $2881.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                                                                                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        628 | NS      | $61525.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        354 | NS      | $78322.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       4680 | NS      | $241565.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         75 | NS      | $45062.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | SUGAR 11 (WORLD) MAY23                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         46 | NC      | $35276.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                               | Kohl's Corp                                                                                                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |        485 | NS      | $15558.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        304 | NS      | $45688.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        678 | NS      | $92133.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        646 | NS      | $140840.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        515 | NS      | $13565.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd                                                                                             | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |       2932 | NS      | $80190.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        727 | NS      | $78741.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        967 | NS      | $105983.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-107776.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                     | Bausch Health Cos Inc                                                                                              | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |        834 | NS      | $5846.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                                                          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        864 | NS      | $60039.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                                                              | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       2130 | NS      | $77764.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        235 | NS      | $62091.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $56.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        338 | NS      | $22486.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-47955.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        948 | NS      | $50051.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        497 | NS      | $47771.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                                                                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       1053 | NS      | $76816.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                           | Federal Realty Investment Trust                                                                                    | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |        282 | NS      | $31330.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        486 | NS      | $113670.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                                                           | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |       4038 | NS      | $93948.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       1740 | NS      | $20997.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries Inc                                                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        180 | NS      | $41752.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        469 | NS      | $83678.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       1386 | NS      | $65793.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities Inc                                                                                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |        370 | NS      | $57575.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5327.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-33020.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                | Pinnacle West Capital Corp                                                                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        753 | NS      | $58974.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        321 | NS      | $82609.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble Inc                                                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       1320 | NS      | $78870.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD DKK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-32675.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        352 | NS      | $86648.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |        503 | NS      | $47813.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       1024 | NS      | $173291.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        397 | NS      | $33864.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |          1 | NC      | $-49880.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        571 | NS      | $104670.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                                                                 | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       1024 | NS      | $68034.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        449 | NS      | $154873.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       1685 | NS      | $31694.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        306 | NC      | $111460.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |          1 | NC      | $27541.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME ZINC FUTURE JAN23                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         17 | NC      | $75516.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micro Focus International PLC                             | Micro Focus International PLC                                                                                      | CUSIP: 594837403<br>LEI: 213800F8E4X648142844 | Long             | EC               | CORP              | GB        |        345 | NS      | $2145.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                             | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $5150.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        916 | NS      | $153631.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       2919 | NS      | $49634.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                                                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        880 | NS      | $102317.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                                                 | CUSIP: 15135U117<br>LEI: 549300F4XPHJ7NOSP309 | N/A              | DE               |  | CA        |        200 | NS      | $3000.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       1116 | NS      | $58051.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                   | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | EC               | CORP              | FR        |        247 | NS      | $2601.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                              | Casino Guichard Perrachon SA                                                                                       | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |        448 | NS      | $5005.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2414.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4417.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                                                    | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        858 | NS      | $15450.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                                                               | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       1232 | NS      | $24285.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       1520 | NS      | $154204.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                      | JBG SMITH Properties                                                                                               | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |        232 | NS      | $4781.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                | Fluor Corp                                                                                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |        716 | NS      | $24064.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                    | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        492 | NS      | $33441.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                                                                                        | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |       3076 | NS      | $51611.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       1381 | NS      | $26579.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                     | Helmerich & Payne Inc                                                                                              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |        490 | NS      | $25029.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                                                                                         | CUSIP: 125523100<br>LEI: 45RS2W538ZOGNWLVIX82 | Long             | EC               | CORP              | US        |        492 | NS      | $161813.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       1243 | NS      | $30388.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT DEC22                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -7 | NC      | $-47264.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        285 | NS      | $37781.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                                                               | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        110 | NS      | $17485.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $27676.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Technologies Inc                                  | Resideo Technologies Inc                                                                                           | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |         63 | NS      | $1020.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        648 | NS      | $110172.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-109412.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        547 | NS      | $90905.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                                                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        119 | NS      | $102880.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       1653 | NS      | $126090.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                                                              | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       2017 | NS      | $48102.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       1161 | NS      | $118282.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnipolSai Assicurazioni SpA                               | UnipolSai Assicurazioni SpA                                                                                        | CUSIP: 000000000<br>LEI: 815600E31C4E7006AB54 | Long             | EC               | CORP              | IT        |      12165 | NS      | $31035.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        494 | NS      | $69866.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vifor Pharma AG                                           | Vifor Pharma AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900KO6CN2D9OE1F19 | Long             | EC               | CORP              | CH        |        380 | NS      | $68329.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                           | Direct Line Insurance Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |       8791 | NS      | $22246.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        701 | NS      | $49427.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        138 | NS      | $17789.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | CORN FUTURE MAY23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         71 | NC      | $-84611.46    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                | Brixmor Property Group Inc                                                                                         | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       1101 | NS      | $25521.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldline SA/France                                       | Worldline SA/France                                                                                                | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |        725 | NS      | $34344.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        183 | NS      | $39908.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                  | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        963 | NS      | $25255.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       1074 | NS      | $105112.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                                                       | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       1818 | NS      | $35498.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lagardere SA                                              | Lagardere SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500VX2NV2AQQ65G45 | Long             | EC               | CORP              | FR        |        819 | NS      | $16398.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-16115.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         55 | NC      | $32622.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        605 | NS      | $56258.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        562 | NS      | $93893.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                       | Signet Jewelers Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |        287 | NS      | $18655.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                                                                          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        553 | NS      | $66127.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        575 | NS      | $201462.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        753 | NS      | $130404.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $-14243.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        589 | NS      | $52821.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       1159 | NS      | $176654.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        710 | NS      | $81429.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                              | HUGO BOSS AG                                                                                                       | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |        261 | NS      | $14682.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | KC HRW WHEAT FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         15 | NC      | $-60872.10    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       1758 | NS      | $40078.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $248934.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                              | RTL Group SA                                                                                                       | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |        289 | NS      | $12004.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       2349 | NS      | $149419.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       5115 | NS      | $271913.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-5126.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International Inc                                                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        701 | NS      | $55224.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                               | American Airlines Group Inc                                                                                        | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        507 | NS      | $7316.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $91617.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |       4175 | NS      | $55031.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |          1 | NC      | $2638.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                                                       | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |       4711 | NS      | $7749.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        718 | NS      | $71407.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |        203 | NS      | $60485.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $-558.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                                                                | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        301 | NS      | $14555.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $19977.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                                                            | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        729 | NS      | $44889.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                | Stanley Black & Decker Inc                                                                                         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        329 | NS      | $26885.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        502 | NS      | $53166.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        713 | NS      | $79385.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       2176 | NS      | $74266.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                        | Eldorado Gold Corp                                                                                                 | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       1427 | NS      | $10937.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                 | Emera Inc                                                                                                          | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       2500 | NS      | $97331.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        491 | NS      | $71485.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                         | Newell Brands Inc                                                                                                  | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        610 | NS      | $7911.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                                                             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        837 | NS      | $22439.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                          | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        608 | NS      | $72366.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        710 | NS      | $40867.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                                            | Iveco Group NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |        238 | NS      | $1607.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                                                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       1535 | NS      | $93742.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                              | PLATINUM FUTURE JAN23                                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          5 | NC      | $30157.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT DEC22                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          7 | NC      | $48777.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-66896.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       1706 | NS      | $32311.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       1113 | NS      | $11829.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                                            | Flowserve Corp                                                                                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        599 | NS      | $18784.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                                                             | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |        888 | NS      | $44725.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        490 | NS      | $54003.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        368 | NS      | $54092.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                                                         | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         50 | NS      | $23967.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orron Energy ab                                           | Orron Energy ab                                                                                                    | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |       2787 | NS      | $6463.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                                                                              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       1800 | NS      | $153324.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard Inc                                                                                            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |        841 | NS      | $62191.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                                                             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2554 | NS      | $118812.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-64972.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        866 | NS      | $84902.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                      | Koninklijke Vopak NV                                                                                               | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |       1705 | NS      | $50605.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE DEC22                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         25 | NC      | $-92846.76    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                            | Stericycle Inc                                                                                                     | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |        372 | NS      | $19392.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                                                         | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        907 | NS      | $16663.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-10129.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6917187 | PA      | $6574569.99   | 2.75%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nokian Renkaat Oyj                                        | Nokian Renkaat Oyj                                                                                                 | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |        578 | NS      | $6333.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       1139 | NS      | $32143.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                         | FUCHS PETROLUB SE                                                                                                  | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EC               | CORP              | DE        |        915 | NS      | $32050.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-8376.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       4897 | NS      | $7147.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                                                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        237 | NS      | $86855.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        848 | NS      | $19444.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       1249 | NS      | $125069.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                                                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2870 | NS      | $232584.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                    | First Republic Bank/CA                                                                                             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        402 | NS      | $51299.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICADE                                                     | ICADE                                                                                                              | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |        547 | NS      | $22661.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                            | Perrigo Co PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |        428 | NS      | $13794.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-23810.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       1056 | NS      | $84532.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       3398 | NS      | $51655.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                                                          | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       2641 | NS      | $48399.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        189 | NS      | $15057.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                 | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       5404 | NS      | $52415.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turquoise Hill Resources Ltd                              | Turquoise Hill Resources Ltd                                                                                       | CUSIP: 900435207<br>LEI: 549300R80B2163QFEC16 | Long             | EC               | CORP              | CA        |        641 | NS      | $20071.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       1264 | NS      | $130015.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                                                   | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        732 | NS      | $6340.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        231 | NS      | $73596.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-11082.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Corp                                               | Markel Corp                                                                                                        | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         39 | NS      | $51668.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                                                        | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       3184 | NS      | $255898.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                                                            | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |        760 | NS      | $19746.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                                                            | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        295 | NS      | $47198.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        758 | NS      | $178258.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                                                  | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        383 | NS      | $72704.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      18206 | NS      | $40422.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                              | NY HARB ULSD FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         10 | NC      | $-36374.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         43 | NS      | $35107.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                     | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       1744 | NS      | $21738.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                                                        | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         11 | NS      | $798.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | SOYBEAN OIL FUTR MAY23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         32 | NC      | $-10637.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-117832.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         93 | NS      | $58450.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        129 | NS      | $39413.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                       | Fresenius Medical Care AG & Co KGaA                                                                                | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        755 | NS      | $23613.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       1796 | NS      | $308983.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        729 | NS      | $98663.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp                                                                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |       1471 | NS      | $33715.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                 | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      12242 | NS      | $37660.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $7535.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-28196.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS2G0L5   IRS USD R F  2.68200 IS2G0L5 CCPOIS / Short: SS2G0L5   IRS USD P V 00MSOFR IS2G0M6 CCPOIS          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30190000 | OU      | $-1106876.31  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: BS2G0H1   IRS USD R V 00MSOFR IS2G0I2 CCPOIS / Short: BS2G0H1   IRS USD P F  1.60300 IS2G0H1 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4800000 | OU      | $700147.01    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                      | Juniper Networks Inc                                                                                               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       2077 | NS      | $69039.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        549 | NS      | $148444.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                                                             | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |        469 | NS      | $28946.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        860 | NS      | $43129.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                                                               | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       1197 | NS      | $140945.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                           | OGE Energy Corp                                                                                                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       1973 | NS      | $79827.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet Oyj                                                | Valmet Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |        128 | NS      | $3308.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       2334 | NS      | $19353.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       1053 | NS      | $49982.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $945.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        104 | NC      | $62429.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |        360 | NS      | $92001.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                                                             | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        693 | NS      | $19308.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                              | Xylem Inc/NY                                                                                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        796 | NS      | $89430.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        833 | NS      | $124808.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        649 | NS      | $231303.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                                                          | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |        294 | NS      | $26140.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        966 | NS      | $134554.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       2772 | NS      | $53444.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |       5552 | NS      | $29967.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        347 | NS      | $68839.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        528 | NS      | $21072.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |          1 | NC      | $60818.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        205 | NS      | $112961.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $32692.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $5545.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        320 | NS      | $91648.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       1350 | NS      | $51097.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       2036 | NS      | $35228.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co                                         | DXC Technology Co                                                                                                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        635 | NS      | $18840.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-103004.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |       1641 | NS      | $16597.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                      | Kyndryl Holdings Inc                                                                                               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |        100 | NS      | $1171.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       3489 | NS      | $72363.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-44513.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                                | Unum Group                                                                                                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        830 | NS      | $35009.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                        | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        252 | NS      | $22881.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $35667.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        849 | NS      | $24446.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                   | Shaw Communications Inc                                                                                            | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |       2404 | NS      | $65606.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                        | Norwegian Cruise Line Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        485 | NS      | $7973.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |        138 | NS      | $20384.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                  | Essex Property Trust Inc                                                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |        185 | NS      | $40770.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-469.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                                                                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       1930 | NS      | $90710.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES DEC22                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         24 | NC      | $139707.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       1290 | NS      | $20350.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        810 | NS      | $157707.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                 | Alcon Inc                                                                                                          | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        184 | NS      | $12688.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                                                            | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |        791 | NS      | $15210.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        800 | NS      | $36312.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PrairieSky Royalty Ltd                                    | PrairieSky Royalty Ltd                                                                                             | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |       1883 | NS      | $30880.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                             | Novozymes A/S                                                                                                      | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        559 | NS      | $32504.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        114 | NS      | $61475.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                                                                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       1279 | NS      | $68643.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       2256 | NS      | $45893.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-81578.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                                                          | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       3940 | NS      | $21273.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                               | easyJet PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |       1301 | NS      | $6252.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capita PLC                                                | Capita PLC                                                                                                         | CUSIP: 000000000<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |       1612 | NS      | $461.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       1574 | NS      | $19087.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-32777.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        245 | NS      | $79377.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                     | Jackson Financial Inc                                                                                              | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |         38 | NS      | $1419.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediclinic International PLC                              | Mediclinic International PLC                                                                                       | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |       5230 | NS      | $31187.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group AG                             | Vitesco Technologies Group AG                                                                                      | CUSIP: 000000000<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |         21 | NS      | $1114.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |         79 | NS      | $4594.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                                                                | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       1649 | NS      | $92838.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |       9372 | NS      | $11812.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |       1380 | NS      | $9461.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $163240.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                               | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         81 | NS      | $14584.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       1884 | NS      | $56651.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       3120 | NS      | $80751.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       4579 | NS      | $31610.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |        472 | NS      | $56795.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        156 | NS      | $8408.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |       4118 | NS      | $51539.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corp                                              | Linamar Corp                                                                                                       | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |        630 | NS      | $30925.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        669 | NS      | $45036.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                               | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       4711 | NS      | $58047.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackBerry Ltd                                            | BlackBerry Ltd                                                                                                     | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |       2745 | NS      | $13305.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | LIVE CATTLE FUTR APR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         15 | NC      | $26118.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        319 | NS      | $9865.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        973 | NS      | $57611.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       1969 | NS      | $74782.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | LOW SU GASOIL G MAY23                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         16 | NC      | $-69198.17    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc                                                                                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       1144 | NS      | $62153.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                     | Japanese Government CPI Linked Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2518341168 | PA      | $18942360.81  | 7.92%             | 2026-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P MID 400 EMINI DEC22                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         10 | NC      | $87232.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-40796.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                                                         | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |        336 | NS      | $19815.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                               | Kinnevik AB                                                                                                        | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |       1368 | NS      | $21087.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                   | IMI PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |       1187 | NS      | $19521.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       1125 | NS      | $14507.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security Inc                        | Fortune Brands Home & Security Inc                                                                                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        681 | NS      | $44496.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                      | Vornado Realty Trust                                                                                               | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |        465 | NS      | $11759.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                                                                                       | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        960 | NS      | $78633.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       1925 | NS      | $56098.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                                | Mattel Inc                                                                                                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       1058 | NS      | $19287.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                                                            | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       3032 | NS      | $144392.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                                                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        676 | NS      | $28736.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                                                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        587 | NS      | $72735.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Topicus.com Inc                                           | Topicus.com Inc                                                                                                    | CUSIP: 89072T102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        197 | NS      | $10954.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PH        |          1 | NC      | $115329.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions Inc                                                                                               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $77822.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                              | Organon & Co                                                                                                       | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |         86 | NS      | $2237.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                  | Equitrans Midstream Corp                                                                                           | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |        431 | NS      | $3616.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                       | Xerox Holdings Corp                                                                                                | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       1717 | NS      | $28004.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       1269 | NS      | $136519.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        296 | NS      | $24118.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        189 | NS      | $34439.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group PLC                           | Babcock International Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |       1434 | NS      | $4954.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv Inc                                               | Autoliv Inc                                                                                                        | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |        287 | NS      | $25370.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1033 | NS      | $38820.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saipem SpA                                                | Saipem SpA                                                                                                         | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |       1728 | NS      | $1864.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       2754 | NS      | $38280.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-23101.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                           | Murphy Oil Corp                                                                                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |        914 | NS      | $43140.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $52770.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rite Aid Corp                                             | Rite Aid Corp                                                                                                      | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |         91 | NS      | $461.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co/The                                           | Macerich Co/The                                                                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |        518 | NS      | $6578.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-11513.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        280 | NS      | $83804.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Real Estate Investment Trust                | First Capital Real Estate Investment Trust                                                                         | CUSIP: 31890B103<br>LEI: 54930042UG2WCIIAQZ39 | Long             | EC               |  | CA        |       2575 | NS      | $32829.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      10711 | NS      | $28890.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                  | Accelleron Industries AG                                                                                           | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |         39 | NS      | $792.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-5107.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                         | Nedbank Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |        441 | NS      | $5830.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       2045 | NS      | $17129.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                                            | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        444 | NS      | $22606.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       8772 | NS      | $32612.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        151 | NS      | $58698.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JCDecaux SE                                               | JCDecaux SE                                                                                                        | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |        889 | NS      | $16095.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                  | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       1828 | NS      | $46827.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        211 | NS      | $63076.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                                        | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        403 | NS      | $22415.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        278 | NS      | $146253.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |        813 | NS      | $16325.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-2828.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $162778.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       1578 | NS      | $51584.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |       6181 | NS      | $76668.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                                  | Flex Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       3294 | NS      | $72402.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                   | CAE Inc                                                                                                            | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |       2809 | NS      | $60746.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE DEC22                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         65 | NC      | $8544.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-624.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       1880 | NS      | $35945.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                         | Patterson Cos Inc                                                                                                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       1039 | NS      | $29549.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NO        |          1 | NC      | $59866.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd                                                                                                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        179 | NS      | $14975.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                                                          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        705 | NS      | $78226.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        162 | NS      | $62556.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       1304 | NS      | $31897.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        684 | NS      | $5487.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 DEC22                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        168 | NC      | $476619.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                                                            | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |       7799 | NS      | $7094.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                           | thyssenkrupp AG                                                                                                    | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |       1007 | NS      | $5676.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | NIKKEI 225 (CME) DEC22                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         17 | NC      | $64652.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                     | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       2080 | NS      | $23614.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuity Brands Inc                                         | Acuity Brands Inc                                                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        140 | NS      | $26360.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                                                       | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       3395 | NS      | $22329.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       2604 | NS      | $103639.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        428 | NS      | $178176.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                | Macy's Inc                                                                                                         | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |        699 | NS      | $16426.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy Inc                                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       2121 | NS      | $65984.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                                  | Vanguard Real Estate ETF                                                                                           | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Long             | EC               | RF                | US        |      24660 | NS      | $2172052.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: —       |
| Sysco Corp                                                | Sysco Corp                                                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       1355 | NS      | $117221.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                                                                                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |        234 | NS      | $40926.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       1035 | NS      | $61793.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CECONOMY AG                                               | CECONOMY AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |        963 | NS      | $2269.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear Inc                                                                                              | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       1287 | NS      | $37266.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $7115.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $9763.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       1949 | NS      | $141458.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        560 | NS      | $34179.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        634 | NS      | $36519.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc                              | Spectrum Brands Holdings Inc                                                                                       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |        587 | NS      | $31269.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-83378.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival PLC                                              | Carnival PLC                                                                                                       | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |        409 | NS      | $3593.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $723.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                         | Middleby Corp/The                                                                                                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        251 | NS      | $36191.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                                                          | CUSIP: 674599162<br>LEI: IM7X0T3ECJW4C1T7ON55 | N/A              | DE               |  | US        |        108 | NS      | $5130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        693 | NS      | $172681.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                                         | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        977 | NS      | $36904.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Foot Locker Inc                                           | Foot Locker Inc                                                                                                    | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |        407 | NS      | $16198.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-52658.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       1720 | NS      | $200001.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         25 | NS      | $84516.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |       1889 | NS      | $35690.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimvie Inc                                                | Zimvie Inc                                                                                                         | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |         37 | NS      | $330.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       1270 | NS      | $47142.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       1079 | NS      | $14736.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $155475.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                          | HF Sinclair Corp                                                                                                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1019 | NS      | $63524.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                              | NiSource Inc                                                                                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       2608 | NS      | $72867.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       1915 | NS      | $78974.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        199 | NS      | $17108.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                             | Nordstrom Inc                                                                                                      | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |        496 | NS      | $10401.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APA Corp                                                  | APA Corp                                                                                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        607 | NS      | $28437.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                                       | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        434 | NS      | $54864.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-4120.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        289 | NS      | $127449.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                                                                      | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       3582 | NS      | $100178.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        469 | NS      | $42035.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                          | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        154 | NS      | $73987.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Times Group MTG AB                                 | Modern Times Group MTG AB                                                                                          | CUSIP: 000000000<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |         90 | NS      | $711.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1478 | NS      | $254082.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        580 | NS      | $30483.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       1564 | NS      | $129092.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        661 | NS      | $50698.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                                                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        349 | NS      | $79387.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                 | Liberty Latin America Ltd                                                                                          | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       1189 | NS      | $9262.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                                                                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        769 | NS      | $28345.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                                                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       1388 | NS      | $99838.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $1767.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       3993 | NS      | $14904.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |        981 | NS      | $25927.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       1141 | NS      | $94543.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        462 | NS      | $71429.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $100933.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        865 | NS      | $86439.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                                         | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        222 | NS      | $47388.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        317 | NS      | $19463.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        387 | NS      | $45704.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       2016 | NS      | $101062.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        824 | NS      | $164643.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                            | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       6694 | NS      | $64179.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        451 | NS      | $53069.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR DEC22                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -3 | NC      | $-20639.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                        | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        131 | NS      | $16903.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        362 | NS      | $137672.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                                                           | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        223 | NS      | $34990.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                                                                                          | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       1566 | NS      | $70736.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                                                               | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1174000 | PA      | $1148759.00   | 0.48%             | 2026-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       1162 | NS      | $103789.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                                                              | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        891 | NS      | $128749.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       1814 | NS      | $33473.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $62140.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       1696 | NS      | $66110.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali SpA                                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       1915 | NS      | $33970.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                                                       | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        933 | NS      | $17893.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       1536 | NS      | $127534.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        558 | NS      | $45039.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                                | CarMax Inc                                                                                                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        276 | NS      | $19143.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       2940 | NS      | $21900.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        409 | NS      | $17382.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       1125 | NS      | $39803.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $13760.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       1280 | NS      | $126361.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                                                                                 | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        775 | NS      | $51134.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-34283.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        960 | NS      | $74160.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                                                          | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |        296 | NS      | $28957.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                                                          | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        671 | NS      | $17617.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                                                                  | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       1283 | NS      | $160667.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB                                                                                                       | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |       2521 | NS      | $19791.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                                                     | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         85 | NS      | $48768.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |       1811 | NS      | $37451.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | IN        |          1 | NC      | $18661.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        598 | NS      | $71736.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       4936 | NS      | $73595.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                                                              | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |         47 | NS      | $32747.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                                                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        978 | NS      | $189076.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd                                               | Idorsia Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Long             | EC               | CORP              | CH        |        213 | NS      | $3158.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |        442 | NS      | $17758.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) DEC22                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -9 | NC      | $-1201.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        192 | NS      | $18905.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        219 | NS      | $39174.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        395 | NS      | $79770.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        537 | NS      | $18924.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                                                          | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       1497 | NS      | $131077.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                            | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        435 | NS      | $134101.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        340 | NS      | $10376.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       1835 | NS      | $42131.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        303 | NS      | $67630.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        643 | NS      | $86097.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                                                              | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       3748 | NS      | $65621.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        428 | NS      | $60754.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        702 | NS      | $56279.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp                                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        482 | NS      | $82272.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                       | TE Connectivity Ltd                                                                                                | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |        878 | NS      | $110733.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp                                                                                       | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       1870 | NS      | $72984.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS2DJK8   IRS AUD R F  3.16800 IS2DJK8 CCPVANILLA / Short: SS2DJK8   IRS AUD P V 06MBBSW IS2DJL9 CCPVANILLA  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15000000 | OU      | $-157591.61   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |          1 | NC      | $131.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                       | HeidelbergCement AG                                                                                                | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        356 | NS      | $19519.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS2EJF6   CDS USD R F  5.00000 IS2EJF6 CCPCDX / Short: SS2EJF6   CDS USD P V 03MEVENT IS2EJG7 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8682300 | OU      | $375291.22    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                          | Raiffeisen Bank International AG                                                                                   | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |       1044 | NS      | $16428.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros                                                           | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |       3395 | NS      | $3552.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        526 | NS      | $30527.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | abrdn plc                                                                                                          | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |      11793 | NS      | $27949.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                                                  | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       6730 | NS      | $27817.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                    | Advance Auto Parts Inc                                                                                             | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        173 | NS      | $26121.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        587 | NS      | $26015.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                               | GOLD 100 OZ FUTR FEB23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         27 | NC      | $-13963.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                                                              | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        960 | NS      | $143634.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        184 | NS      | $80755.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                              | Embecta Corp                                                                                                       | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |         72 | NS      | $2370.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        669 | NS      | $45839.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                       | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        645 | NS      | $54831.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                                                             | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       1344 | NS      | $63685.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                                                                               | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         67 | NS      | $108893.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |      33258 | NS      | $33257.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        604 | NS      | $54558.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        431 | NS      | $41212.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       1060 | NS      | $49374.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp                                                                                                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        877 | NS      | $47647.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $2744.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                       | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        360 | NS      | $65087.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: BS2GG17   IRS AUD R V 06MBBSW IS2GG28 CCPVANILLA / Short: BS2GG17   IRS AUD P F   .87200 IS2GG17 CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5500000 | OU      | $828036.49    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                              | WTI CRUDE FUTURE MAY23                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         35 | NC      | $-90145.33    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        891 | NS      | $151380.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G4S Ltd                                                   | G4S Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300L3KWKK8X35QR12 | Long             | EC               | CORP              | GB        |       3969 | NS      | $11719.92     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |          1 | NC      | $59515.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                                       | Travel + Leisure Co                                                                                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |        277 | NS      | $10766.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $14788.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        666 | NS      | $68065.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-47794.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       2734 | NS      | $120353.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                        | Deutsche Wohnen SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |       1099 | NS      | $23807.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       2728 | NS      | $66458.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                                                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        688 | NS      | $65889.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services Inc                                                                                     | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        438 | NS      | $80543.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        175 | NS      | $17669.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                     | LME ZINC FUTURE JAN23                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -3 | NC      | $-10827.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        745 | NS      | $31573.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      10110 | NS      | $19775.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        199 | NS      | $23768.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       1444 | NS      | $63979.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                                                                                     | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       1658 | NS      | $48686.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |          1 | NC      | $80729.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |        886 | NS      | $44869.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        630 | NS      | $81055.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $15571.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments PLC                                  | Barratt Developments PLC                                                                                           | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |       2559 | NS      | $12374.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -104 | NC      | $-62695.67    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One PLC                                            | Ninety One PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |       3019 | NS      | $7320.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arjo AB                                                   | Arjo AB                                                                                                            | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |       2759 | NS      | $10963.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                                             | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          9 | NS      | $19511.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $4017.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-22587.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                               | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         78 | NS      | $14786.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                                    | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       4362 | NS      | $32846.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                                                          | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      39625 | NS      | $8394.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Corp                                                | Sabre Corp                                                                                                         | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |       2420 | NS      | $14786.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $29324.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $61317.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNC-Lavalin Group Inc                                     | SNC-Lavalin Group Inc                                                                                              | CUSIP: 78460T105<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |       1097 | NS      | $19792.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1261 | NS      | $56467.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quilter PLC                                               | Quilter PLC                                                                                                        | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |       2789 | NS      | $3408.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       1276 | NS      | $13999.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        533 | NS      | $56402.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Faurecia SE                                               | Faurecia SE                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |         27 | NS      | $450.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       1062 | NS      | $24608.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                             | Schaeffler AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |       1288 | NS      | $8725.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp of America Holdings                                                                                | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        407 | NS      | $97964.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                          | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        436 | NS      | $8395.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        853 | NS      | $39152.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       1891 | NS      | $175995.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp                                                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        557 | NS      | $5531.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-44782.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         91 | NS      | $42300.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hammerson PLC                                             | Hammerson PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               |  | GB        |      28225 | NS      | $8245.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp                                                                                                  | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       1911 | NS      | $30746.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                               | Westrock Co                                                                                                        | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       1050 | NS      | $39816.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                                                                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        271 | NS      | $63953.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $3411.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD PROP PFD LP                                    | Brookfield Property Preferred LP                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |         29 | NS      | $485.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingersoll Rand Inc                                        | Ingersoll Rand Inc                                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        413 | NS      | $22289.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        323 | NS      | $76360.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $16159.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       3967 | NS      | $11836.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $9271.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                                                    | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        139 | NS      | $33768.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |         88 | NS      | $926.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       5852 | NS      | $66919.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                                                                 | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |        288 | NS      | $43557.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       1192 | NS      | $128962.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Internet AG                                        | United Internet AG                                                                                                 | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |        623 | NS      | $13244.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                                                         | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        536 | NS      | $98203.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        984 | NS      | $124466.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5688.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                                                            | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       1595 | NS      | $139253.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |       1009 | NS      | $22271.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                       | RioCan Real Estate Investment Trust                                                                                | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               |  | CA        |       3105 | NS      | $48797.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $16059.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       1525 | NS      | $70427.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                         | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        118 | NS      | $16364.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        720 | NS      | $51393.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                                                       | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        796 | NS      | $22425.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        985 | NS      | $42095.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                  | UGI Corp                                                                                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       1317 | NS      | $50902.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                                                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       1228 | NS      | $33168.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                  | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        384 | NS      | $181393.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-156828.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         47 | NS      | $121213.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                                                | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        493 | NS      | $92060.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       3649 | NS      | $12681.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                          | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        212 | NS      | $66961.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        250 | NS      | $82987.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        514 | NS      | $123473.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-18390.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International PLC                             | Weatherford International PLC                                                                                      | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |          1 | NS      | $43.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                                                                   | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       1534 | NS      | $87274.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                                                   | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        500 | NS      | $19974.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        293 | NS      | $22880.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        609 | NS      | $239428.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       5705 | NS      | $38931.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                                                                                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       4046 | NS      | $117010.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        198 | NS      | $105591.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $22923.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                                                    | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       4594 | NS      | $28995.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group Inc/The                                                                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        878 | NS      | $67052.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        286 | NS      | $42333.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        495 | NS      | $64736.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        241 | NS      | $91984.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       3315 | NS      | $38224.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                       | Leggett & Platt Inc                                                                                                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |        679 | NS      | $24179.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                    | AMERCO                                                                                                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        846 | NS      | $53441.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       1804 | NS      | $41870.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | BRENT CRUDE FUTR MAY23                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         27 | NC      | $48274.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                     | Antero Resources Corp                                                                                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       1271 | NS      | $46455.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        637 | NS      | $117023.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        169 | NS      | $92933.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                                                 | Onex Corp                                                                                                          | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |        648 | NS      | $34149.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                  | PVH Corp                                                                                                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        229 | NS      | $15384.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                            | National Retail Properties Inc                                                                                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |        864 | NS      | $40055.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        597 | NS      | $22548.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS2DJI6   IRS AUD R F  2.97500 IS2DJI6 CCPVANILLA / Short: SS2DJI6   IRS AUD P V 06MBBSW IS2DJJ7 CCPVANILLA  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9490000 | OU      | $-221509.44   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       1741 | NS      | $85639.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |        330 | NS      | $32734.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        315 | NS      | $13913.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                                                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        674 | NS      | $45528.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                                                                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       1639 | NS      | $134184.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |       8829 | NS      | $14283.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                          | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        520 | NS      | $8687.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                                                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        254 | NS      | $11712.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                                                    | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       1348 | NS      | $49486.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        974 | NS      | $330711.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        661 | NS      | $84859.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | SOYBEAN MEAL FUTR MAY23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         30 | NC      | $24507.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                                                                  | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       1289 | NS      | $37400.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                                        | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        398 | NS      | $22192.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       1628 | NS      | $240992.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wickes Group PLC                                          | Wickes Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |        782 | NS      | $1307.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International Inc                                                                                | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        668 | NS      | $44361.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                                                | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        821 | NS      | $25706.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1404.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                                                             | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       1160 | NS      | $80522.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        776 | NS      | $212166.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                             | Weatherford International PLC                                                                                      | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | N/A              | DE               |  | IE        |         20 | NS      | $7.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                 | TEGNA Inc                                                                                                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |        850 | NS      | $16779.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                           | Adecco Group AG                                                                                                    | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |        233 | NS      | $7921.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                               | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       3230 | NS      | $120437.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |        636 | NS      | $17494.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | BCOM COMDTY IND DEC22                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -225 | NC      | $-24981.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-23543.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                 | ANSYS Inc                                                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        635 | NS      | $161480.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                    | AMERCO                                                                                                             | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         94 | NS      | $5950.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                                                 | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       5111 | NS      | $50300.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         66 | NS      | $49612.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-55741.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                           | Yamana Gold Inc                                                                                                    | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |       7199 | NS      | $39228.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      17886 | NS      | $19811.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                          | H&R Real Estate Investment Trust                                                                                   | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               |  | CA        |       3643 | NS      | $33690.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                             | Jefferies Financial Group Inc                                                                                      | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       1464 | NS      | $55617.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-17239.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                             | Schibsted ASA                                                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |       1054 | NS      | $19702.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex Inc                                              | Teleflex Inc                                                                                                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        270 | NS      | $63212.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                                                                         | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |       2432 | NS      | $69467.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                                | Signature Bank/New York NY                                                                                         | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        215 | NS      | $29992.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        824 | NS      | $31040.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        831 | NS      | $219500.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis Inc/Canada                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       2662 | NS      | $107140.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                    | Southwestern Energy Co                                                                                             | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |       2381 | NS      | $16476.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       1666 | NS      | $41381.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                                                            | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        463 | NS      | $25436.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                      | Vermilion Energy Inc                                                                                               | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |        920 | NS      | $18185.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                                                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |        487 | NS      | $80296.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   60864716 | NS      | $60864716.12  | 25.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        336 | NS      | $36298.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | LEAN HOGS FUTURE APR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         28 | NC      | $46399.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                                                            | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       2171 | NS      | $39105.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        134 | NS      | $124751.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                                                   | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        987 | NS      | $27062.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       2650 | NS      | $92194.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                                                        | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      12753 | NS      | $34850.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        378 | NS      | $42509.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       2259 | NS      | $154651.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       1012 | NS      | $53734.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |       2271 | NS      | $24331.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Distributions Services PLC                  | International Distributions Services PLC                                                                           | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |       3581 | NS      | $9951.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                                                            | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |       2625 | NS      | $73805.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                       | Harley-Davidson Inc                                                                                                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        457 | NS      | $21538.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        196 | NS      | $118199.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax Inc                                                                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        383 | NS      | $75592.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                                                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        739 | NS      | $107947.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       1167 | NS      | $42432.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-47112.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                            | iShares Russell 1000 Value ETF                                                                                     | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |      41760 | NS      | $6639422.40   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       1555 | NS      | $18496.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        970 | NS      | $146916.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        923 | NS      | $82105.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |       5086 | NS      | $49218.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        706 | NS      | $95754.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        105 | NS      | $154303.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       3090 | NS      | $32472.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                               | Gap Inc/The                                                                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        852 | NS      | $12388.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       4604 | NS      | $56634.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                        | Koninklijke DSM NV                                                                                                 | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |        642 | NS      | $83269.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos Inc/The                                                                                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       1393 | NS      | $47863.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                               | Livent Corp                                                                                                        | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |        693 | NS      | $19397.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DCC PLC                                                   | DCC PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        173 | NS      | $9212.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-28815.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $163301.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        464 | NS      | $88071.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                                | Saputo Inc                                                                                                         | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |       2289 | NS      | $56835.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         83 | NS      | $32477.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        886 | NS      | $34864.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       1110 | NS      | $36308.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage Inc                                                                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        489 | NS      | $78577.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $5466.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp                                         | CI Financial Corp                                                                                                  | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |       2261 | NS      | $23918.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                        | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        288 | NS      | $24990.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                              | Sylvamo Corp                                                                                                       | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |        115 | NS      | $6220.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        566 | NS      | $20019.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                                    | SEB SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |        178 | NS      | $14056.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                   | Puma SE                                                                                                            | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |         60 | NS      | $3105.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                      | SL Green Realty Corp                                                                                               | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |        356 | NS      | $14937.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CCL Industries Inc                                        | CCL Industries Inc                                                                                                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       1790 | NS      | $85085.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                                                                                       | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1400 | NS      | $114620.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                              | Wyndham Hotels & Resorts Inc                                                                                       | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |        277 | NS      | $20309.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                                                        | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       1242 | NS      | $100247.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        477 | NS      | $22342.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                              | Alkermes PLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        331 | NS      | $8202.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |          1 | NC      | $86956.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide           | Fraport AG Frankfurt Airport Services Worldwide                                                                    | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |        264 | NS      | $11553.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        677 | NS      | $25037.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         17 | NS      | $35350.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        627 | NS      | $78318.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      16277 | NS      | $15198.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-111809.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-2728.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QURATE RETAIL INC                                         | Qurate Retail Inc                                                                                                  | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |         36 | NS      | $1546.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        302 | NS      | $32214.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euroapi SA                                                | Euroapi SA                                                                                                         | CUSIP: 000000000<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |         26 | NS      | $464.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        924 | NS      | $35731.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-42816.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        863 | NS      | $95033.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        174 | NS      | $21503.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         91 | NS      | $62849.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                 | Edgewell Personal Care Co                                                                                          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |        667 | NS      | $28821.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                                                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |       1144 | NS      | $30041.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                                                                                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        246 | NS      | $77822.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                   | VF Corp                                                                                                            | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        576 | NS      | $18904.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |        151 | NS      | $29150.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 Value ETF                            | iShares Russell 2000 Value ETF                                                                                     | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |      20070 | NS      | $2999260.80   | 1.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       1207 | NS      | $93518.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       1174 | NS      | $175055.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                                      | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        742 | NS      | $87716.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        556 | NS      | $84417.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                                                                | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        732 | NS      | $61067.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        625 | NS      | $220500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                              | Investec PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |       4737 | NS      | $29585.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-311453.58   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |        632 | NS      | $52263.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp                                                                                                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        167 | NS      | $24470.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                                                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        286 | NS      | $99127.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        693 | NS      | $257158.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                 | Bunge Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |        891 | NS      | $93412.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                                                                          | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |       2193 | NS      | $100883.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                                                              | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       1008 | NS      | $56868.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group Inc                                                                                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        848 | NS      | $32207.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                                                  | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |        470 | NS      | $27355.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-11969.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $38611.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |         59 | NS      | $990.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        958 | NS      | $190747.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                                          | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       1521 | NS      | $75936.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Inc                           | Brookfield Asset Management Inc                                                                                    | CUSIP: 112585104<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |         41 | NS      | $1933.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Payments Inc                                       | Global Payments Inc                                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       1430 | NS      | $148405.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                                                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        702 | NS      | $56805.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        448 | NS      | $61904.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-53957.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       2409 | NS      | $46502.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        747 | NS      | $28303.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        580 | NS      | $55993.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        198 | NS      | $29239.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       2579 | NS      | $77473.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-182067.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                                                                | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         56 | NS      | $14984.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                                        | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       4590 | NS      | $176764.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                                                             | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |       1310 | NS      | $4006.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                                                           | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       1599 | NS      | $53711.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                                                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        457 | NS      | $46198.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-22899.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                                                             | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        866 | NS      | $39994.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SA                                              | Ferrovial SA                                                                                                       | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |       1093 | NS      | $29398.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice USA Inc                                            | Altice USA Inc                                                                                                     | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |        713 | NS      | $3251.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       2325 | NS      | $22558.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        687 | NS      | $79698.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |        261 | NS      | $6456.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |       1415 | NS      | $58828.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                                                         | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        758 | NS      | $23841.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                                   | DigitalBridge Group Inc                                                                                            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |        784 | NS      | $11313.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Loews Corp                                                | Loews Corp                                                                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       1014 | NS      | $58964.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                                                       | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |      23244 | NS      | $26833.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO AG                                                  | METRO AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | EC               | CORP              | DE        |        963 | NS      | $8591.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        840 | NS      | $228648.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited           | MSCI SING IX ETS DEC22                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         29 | NC      | $9761.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                                                                        | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |        507 | NS      | $23511.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peyto Exploration & Development Corp                      | Peyto Exploration & Development Corp                                                                               | CUSIP: 717046106<br>LEI: 549300WZKJ63UJDWP310 | Long             | EC               | CORP              | CA        |       1639 | NS      | $18276.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 DEC22                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -5 | NC      | $628.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                       | Liberty Media Corp-Liberty SiriusXM                                                                                | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        944 | NS      | $41366.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adevinta ASA                                              | Adevinta ASA                                                                                                       | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |       2027 | NS      | $16219.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        330 | NS      | $140537.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        254 | NS      | $12453.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        703 | NS      | $47044.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       1129 | NS      | $85984.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-7315.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                                                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        156 | NS      | $15807.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                | VMware Inc                                                                                                         | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       1129 | NS      | $137162.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | TW        |          1 | NC      | $267.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                            | Societe BIC SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |        160 | NS      | $10570.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                                                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       1040 | NS      | $58791.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       1220 | NS      | $97941.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59502417 | PA      | $57336157.32  | 23.97%            | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR DEC22                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         46 | NC      | $371968.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                                      | Loyalty Ventures Inc                                                                                               | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |         86 | NS      | $207.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellantis NV                                             | Stellantis NV                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       1735 | NS      | $27307.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        516 | NS      | $81316.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp                                             | Methanex Corp                                                                                                      | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       1103 | NS      | $43122.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                                                          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        534 | NS      | $53517.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-651754.60   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Petrofac Ltd                                              | Petrofac Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2138004624W8CKCSJ177 | Long             | EC               | CORP              | JE        |       6919 | NS      | $6996.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Inc                           | Brookfield Asset Management Inc                                                                                    | CUSIP: 112585104<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       1867 | NS      | $88023.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $18697.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                             | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        349 | NS      | $23712.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        388 | NS      | $73297.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        376 | NS      | $38818.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                                                          | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |       8898 | NS      | $16921.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp                                                                                      | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |       3194 | NS      | $45257.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd                                                                                         | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       3202 | NS      | $76125.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       1187 | NS      | $71872.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        720 | NS      | $45439.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                     | Arrow Electronics Inc                                                                                              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        775 | NS      | $84273.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                                                        | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       3608 | NS      | $67147.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       1510 | NS      | $77780.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                                                                                      | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        914 | NS      | $19806.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                                                     | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       1937 | NS      | $174814.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       3189 | NS      | $18792.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $-19664.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        547 | NS      | $89407.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        703 | NS      | $61744.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                              | GASOLINE RBOB FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          8 | NC      | $3526.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                                                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        695 | NS      | $43284.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT DEC22                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        263 | NC      | $368439.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A/S                                                   | ISS A/S                                                                                                            | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |        413 | NS      | $9021.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |       2923 | NS      | $29691.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |          1 | NC      | $17515.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                                                      | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        756 | NS      | $23873.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp                                                                                                  | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       2364 | NS      | $38575.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       1067 | NS      | $131785.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                              | Cars.com Inc                                                                                                       | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |        283 | NS      | $4182.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       5317 | NS      | $32575.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                     | Valeo                                                                                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |        282 | NS      | $5271.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-88061.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        502 | NS      | $46492.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB GLOBAL RISK ALLOCATION FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer