# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0001752724-23-039188
**Filing Date:** 2023-2
**Character Count:** 369523
**Document Hash:** 6b90ccd04d1dd829ab2be1335bf7687d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039188.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916
- **IRS NUMBER:** 133093080
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 23665131

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Variable Series Funds, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH VARIABLE SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BlackRock Managed Volatility V.I. Fund (Series ID: S000002874)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007899 | Class I      |  |
| C000007901 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds, Inc.

- **b. Investment Company Act file number:** 811-03290

- **c. CIK number of Registrant:** 0000355916

- **d. LEI of Registrant:** 5493007IJN5JRPJ1DF61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Managed Volatility V.I. Fund

- **b. EDGAR series identifier (if any):** S000002874

- **c. LEI of Series:** HJIMESMB9B2ISPEE2374

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $177889875.64

**Total Liabilities:** $3790270.30

**Net Assets:** $174099605.34

**Cash Not Reported:** $2497206.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1.83000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 19.07000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 8137.36000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007901 | 1.59%                | 1.19%                | 2.95%                |
| Class ID C000007899 | 1.66%                | 1.19%                | 2.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-312572.90              | $8852019.89                                |
| Month 2  | $622499.36               | $8406483.99                                |
| Month 3  | $344693.71               | $-6198602.57                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CBRE Group, Inc.                               | CBRE Group, Inc., Class A                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        853 | NS      | $65646.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MonotaRO Co. Ltd.                              | MonotaRO Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1900 | NS      | $26763.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts, Inc.                    | Host Hotels & Resorts, Inc.                                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       2732 | NS      | $43848.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       1389 | NS      | $142497.51    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9000000 | PA      | $-10573.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                      | Partners Group Holding AG                                  | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         85 | NS      | $75266.12     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-628.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       3743 | NS      | $305952.82    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co. (The)                          | Kraft Heinz Co. (The)                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       2966 | NS      | $120745.86    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $16483.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTO Ltd.                                      | TOTO Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        600 | NS      | $20351.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  152010600 | PA      | $-4417.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc.                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       2669 | NS      | $99713.84     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris, Inc.                                 | Entegris, Inc.                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       1529 | NS      | $100287.11    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MEIJI Holdings Co. Ltd.                        | MEIJI Holdings Co. Ltd.                                    | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |       1500 | NS      | $76887.31     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                   | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       7050 | NS      | $99322.48     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1335 | NS      | $43868.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc.                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        744 | NS      | $119516.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui & Co. Ltd.                              | Mitsui & Co. Ltd.                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       2500 | NS      | $72814.32     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                     | Archer-Daniels-Midland Co.                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       1965 | NS      | $182450.25    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp.                                     | Pool Corp.                                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        386 | NS      | $116699.38    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext NV                                    | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        371 | NS      | $27465.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3000000 | PA      | $-37023.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       9608 | NS      | $1059762.40   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | DAX Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -72 | NC      | $765689.18    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Vulcan Materials Co.                           | Vulcan Materials Co.                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       1962 | NS      | $343565.82    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      15024 | NS      | $1325567.52   | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Novozymes A/S                                  | Novozymes A/S, Class B                                     | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        493 | NS      | $25011.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Expeditors International of Washington, Inc.   | Expeditors International of Washington, Inc.               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       1084 | NS      | $112649.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Walmart, Inc.                                  | Walmart, Inc.                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       5290 | NS      | $750069.10    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                               | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        428 | NS      | $21040.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| CME Group, Inc.                                | CME Group, Inc.                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       1011 | NS      | $170009.76    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   37500000 | PA      | $19590.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Evonik Industries AG                           | Evonik Industries AG                                       | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       1347 | NS      | $25692.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  377925250 | PA      | $-9381.38     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        421 | NS      | $53408.06     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings, Inc.                          | PayPal Holdings, Inc.                                      | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       2564 | NS      | $182608.08    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Scentre Group                                  | Scentre Group                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      21272 | NS      | $41407.23     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18620000 | PA      | $13502.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 2892500000 | PA      | $13633.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc.                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       1029 | NS      | $161429.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeroports de Paris                             | Aeroports de Paris                                         | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |        345 | NS      | $46220.23     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                           | SoftBank Group Corp.                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        500 | NS      | $21146.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                     | Microchip Technology, Inc.                                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        939 | NS      | $65964.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp.                                 | Amphenol Corp., Class A                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        789 | NS      | $60074.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Keppel Corp. Ltd.                              | Keppel Corp. Ltd.                                          | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |      16100 | NS      | $87313.19     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30000000 | PA      | $50118.14     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1500000 | PA      | $4812.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG  | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        323 | NS      | $104481.06    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5398.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        984 | NS      | $50154.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares, Inc.                    | Huntington Bancshares, Inc.                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       5498 | NS      | $77521.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Healthineers AG                        | Siemens Healthineers AG                                    | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |       1141 | NS      | $56914.96     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $3372.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                                         | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1260 | NS      | $97372.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       5615 | NS      | $820576.10    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 3812500000 | PA      | $-94557.10    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Mirvac Group                                   | Mirvac Group                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      20474 | NS      | $29620.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Equifax, Inc.                                  | Equifax, Inc.                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        150 | NS      | $29154.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp.                                     | PG&E Corp.                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       8814 | NS      | $143315.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      20542 | NS      | $1725528.00   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiwa House Industry Co. Ltd.                  | Daiwa House Industry Co. Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       2100 | NS      | $48376.14     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                  | BioMarin Pharmaceutical, Inc.                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        141 | NS      | $14592.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos., Inc.                            | Carlisle Cos., Inc.                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        238 | NS      | $56084.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4550000 | PA      | $38221.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sea Ltd.                                       | Sea Ltd.                                                   | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        640 | NS      | $33299.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantest Corp.                                | Advantest Corp.                                            | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       1600 | NS      | $102477.75    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1750000 | PA      | $1745661.38   | 1.00%             | 2023-01-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10560000 | PA      | $16090.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Indutrade AB                                   | Indutrade AB                                               | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |       1489 | NS      | $30196.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 1912500000 | PA      | $-58556.28    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American plc                             | Anglo American plc                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       1737 | NS      | $68020.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $4768.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1598.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Horizon Therapeutics plc                       | Horizon Therapeutics plc                                   | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |        360 | NS      | $40968.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11112.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NVR, Inc.                                      | NVR, Inc.                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         45 | NS      | $207566.10    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       8287 | NS      | $100945.32    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Symrise AG                                     | Symrise AG                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        415 | NS      | $45071.09     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        270 | NS      | $147314.70    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                                         | RWE AG                                                     | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       2118 | NS      | $93631.97     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Zalando SE                                     | Zalando SE                                                 | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |        539 | NS      | $18975.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KLA Corp.                                      | KLA Corp.                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        311 | NS      | $117256.33    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals plc                       | Jazz Pharmaceuticals plc                                   | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |        167 | NS      | $26604.77     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc.                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        214 | NS      | $33595.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vestas Wind Systems A/S                        | Vestas Wind Systems A/S                                    | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       2551 | NS      | $74414.36     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Azbil Corp.                                    | Azbil Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       2400 | NS      | $60257.43     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp.                               | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       2000 | NS      | $152443.24    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Occidental Petroleum Corp.                                 | CUSIP: 674599162<br>LEI: N/A                  | N/A              | DE               |  | US        |        392 | NS      | $16162.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       7317 | NS      | $526458.15    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| CSL Ltd.                                       | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       1289 | NS      | $251347.39    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Waters Corp.                                   | Waters Corp.                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        173 | NS      | $59266.34     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co.                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       2665 | NS      | $974963.60    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp.                                  | Danaher Corp.                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       1869 | NS      | $496069.98    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7590.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stryker Corp.                                  | Stryker Corp.                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        955 | NS      | $233487.95    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Link REIT                                      | Link REIT                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       8100 | NS      | $59270.46     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Prologis REIT, Inc.                     | Nippon Prologis REIT, Inc.                                 | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |          3 | NS      | $7033.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                       | Adyen NV                                                   | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         25 | NS      | $34706.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-48447.42    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      13368 | NS      | $1186142.64   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13000000 | PA      | $-628.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goodman Group                                  | Goodman Group                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       7448 | NS      | $87591.12     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Informa plc                                    | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |       3335 | NS      | $24878.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                 | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       4577 | NS      | $317894.81    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        386 | NS      | $93523.94     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       7445 | NS      | $196771.35    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp.                        | Boston Scientific Corp.                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       3978 | NS      | $184062.06    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit, Inc.                                   | Intuit, Inc.                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        707 | NS      | $275178.54    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Amadeus IT Group SA                            | Amadeus IT Group SA                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |        749 | NS      | $38856.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Owens Corning                                  | Owens Corning                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        974 | NS      | $83082.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Jeronimo Martins SGPS SA                       | Jeronimo Martins SGPS SA                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       2577 | NS      | $55754.69     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       1627 | NS      | $229228.03    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                 | Hong Kong & China Gas Co. Ltd.                             | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |      36732 | NS      | $34836.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd.                         | Julius Baer Group Ltd.                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |        934 | NS      | $54359.84     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Biogen, Inc.                                   | Biogen, Inc.                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        453 | NS      | $125444.76    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        514 | NS      | $53497.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Halma plc                                      | Halma plc                                                  | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |       1127 | NS      | $26839.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Metropolitan Fund Investment Corp.       | Japan Metropolitan Fund Investment Corp.                   | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |         23 | NS      | $18296.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Danone SA                                      | Danone SA                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        543 | NS      | $28619.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                         | Sanofi                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       2770 | NS      | $267101.65    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.             | Oversea-Chinese Banking Corp. Ltd.                         | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       7300 | NS      | $66401.08     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                       | SBA Communications Corp.                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        223 | NS      | $62509.13     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31167.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Next plc                                       | Next plc                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |        949 | NS      | $66497.15     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ABIOMED, Inc.                                  | ABIOMED, Inc., CVR                                         | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |        105 | NS      | $107.10       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Japan Post Bank Co. Ltd.                       | Japan Post Bank Co. Ltd.                                   | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       2100 | NS      | $18003.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortescue Metals Group Ltd.                    | Fortescue Metals Group Ltd.                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       2601 | NS      | $36354.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2436.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   33000000 | PA      | $58257.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK plc                                        | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       9863 | NS      | $170464.55    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc.                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        652 | NS      | $84101.48     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide, Inc.                    | CH Robinson Worldwide, Inc.                                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        848 | NS      | $77642.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   14000000 | PA      | $48333.64     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkeley Group Holdings plc                    | Berkeley Group Holdings plc                                | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |        473 | NS      | $21563.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mettler-Toledo International, Inc.             | Mettler-Toledo International, Inc.                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         54 | NS      | $78054.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | CAC 40 10 Euro Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -135 | NC      | $261165.57    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      35783 | NS      | $4649285.19   | 2.67%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed, Inc.                                   | ResMed, Inc.                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        386 | NS      | $80338.18     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Daito Trust Construction Co. Ltd.              | Daito Trust Construction Co. Ltd.                          | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        400 | NS      | $40953.15     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                    | Brenntag SE                                                | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        548 | NS      | $34948.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Logitech International SA                      | Logitech International SA (Registered)                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        761 | NS      | $47189.20     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Amsterdam Exchange Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         67 | NC      | $-395198.13   | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc.             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        106 | NS      | $23097.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp.                                  | Moody's Corp.                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        444 | NS      | $123707.28    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2929.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco plc                   | British American Tobacco plc                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       5030 | NS      | $198977.51    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-446.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc.                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       1233 | NS      | $294514.38    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedbank AB                                    | Swedbank AB, Class A                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       1981 | NS      | $33694.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       1530 | NS      | $154637.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sino Land Co. Ltd.                             | Sino Land Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |      14000 | NS      | $17462.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                             | Royalty Pharma plc, Class A                                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        323 | NS      | $12764.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17781775 | PA      | $62480.60     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        884 | NS      | $54374.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                           | NextEra Energy, Inc.                                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9645 | NS      | $806322.00    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit Kappa Group plc                        | Smurfit Kappa Group plc                                    | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |        760 | NS      | $28165.87     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co. Ltd.                      | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       2300 | NS      | $71994.55     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Kirin Holdings Co. Ltd.                        | Kirin Holdings Co. Ltd.                                    | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       3300 | NS      | $50296.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22000000 | PA      | $1409.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Pacific Land Corp.                       | Texas Pacific Land Corp.                                   | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         29 | NS      | $67982.67     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co.                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      10592 | NS      | $356632.64    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       1422 | NS      | $270876.78    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sartorius Stedim Biotech                       | Sartorius Stedim Biotech                                   | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |        114 | NS      | $37046.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sartorius AG                                   | Sartorius AG (Preference)                                  | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |        105 | NS      | $41461.99     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sika AG                                        | Sika AG (Registered)                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |        180 | NS      | $43272.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                   | Dai-ichi Life Holdings, Inc.                               | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       1100 | NS      | $24841.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jack Henry & Associates, Inc.                  | Jack Henry & Associates, Inc.                              | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        175 | NS      | $30723.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Boerse AG                             | Deutsche Boerse AG                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |        597 | NS      | $102797.54    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd.                          | Sonic Healthcare Ltd.                                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       1928 | NS      | $39236.77     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.          | Wharf Real Estate Investment Co. Ltd.                      | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |       6000 | NS      | $34944.84     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-888.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| D'ieteren Group                                | D'ieteren Group                                            | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |        276 | NS      | $52967.99     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                  | Gartner, Inc.                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        146 | NS      | $49076.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tosoh Corp.                                    | Tosoh Corp.                                                | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |       2900 | NS      | $34485.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $55807.58     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Clariant AG                                    | Clariant AG (Registered)                                   | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |       2464 | NS      | $39131.87     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $360.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S, Class B                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         20 | NS      | $44772.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG                                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       2922 | NS      | $191084.05    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Ross Stores, Inc.                              | Ross Stores, Inc.                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       4259 | NS      | $494342.13    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Treasury Wine Estates Ltd.                     | Treasury Wine Estates Ltd.                                 | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       4901 | NS      | $45277.46     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                           | American Express Co.                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       1839 | NS      | $271712.25    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $-24191.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                            | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        765 | NS      | $138413.91    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4690000 | PA      | $20776.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-737.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2310000 | PA      | $13090.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Neste OYJ                                      | Neste OYJ                                                  | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        708 | NS      | $32650.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       2717 | NS      | $121123.86    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB, Class A                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       3139 | NS      | $31603.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $39688.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Argenx SE                                      | Argenx SE                                                  | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        125 | NS      | $46925.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                     | Digital Realty Trust, Inc.                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        685 | NS      | $68684.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                           | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       1476 | NS      | $93903.12     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | FTSE/JSE Top 40 Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |        -23 | NC      | $1950.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 4480500000 | PA      | $55644.43     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Coloplast A/S                                  | Coloplast A/S, Class B                                     | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        242 | NS      | $28350.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $16941.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       7843 | NS      | $1385465.95   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Kongsberg Gruppen ASA                          | Kongsberg Gruppen ASA                                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       1267 | NS      | $53928.32     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Groupe Bruxelles Lambert NV                    | Groupe Bruxelles Lambert NV                                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |        194 | NS      | $15504.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Group Ltd.                           | Endeavour Group Ltd.                                       | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |       5067 | NS      | $22051.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       8273 | NS      | $917889.35    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc., Class A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1957 | NS      | $680507.61    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays plc                                   | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      34859 | NS      | $66330.14     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Co.                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       1026 | NS      | $120585.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp.                             | Hormel Foods Corp.                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       1415 | NS      | $64453.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Akzo Nobel NV                                  | Akzo Nobel NV                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       1452 | NS      | $97432.94     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      18717 | NS      | $959059.08    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       2400 | NS      | $136654.06    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-1435.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1911200 | PA      | $1873848.79   | 1.08%             | 2023-06-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2500000 | PA      | $15653.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonova Holding AG                              | Sonova Holding AG (Registered)                             | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |        123 | NS      | $29212.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bio-Techne Corp.                               | Bio-Techne Corp.                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        288 | NS      | $23869.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | SPI 200 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         51 | NC      | $-110142.32   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2801900 | PA      | $2775821.43   | 1.59%             | 2023-03-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 3324000000 | PA      | $-89811.61    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    1709147 | PA      | $12974.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaha Motor Co. Ltd.                          | Yamaha Motor Co. Ltd.                                      | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |        600 | NS      | $13560.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                  | Industria de Diseno Textil SA                              | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       1739 | NS      | $46189.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $-40684.21    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Legal & General Group plc                      | Legal & General Group plc                                  | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       8236 | NS      | $24692.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.           | Sumitomo Mitsui Trust Holdings, Inc.                       | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        700 | NS      | $24426.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesla, Inc.                                    | Tesla, Inc.                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       8369 | NS      | $1030893.42   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexus                                          | Dexus                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       4345 | NS      | $22811.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOZO, Inc.                                     | ZOZO, Inc.                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        700 | NS      | $17287.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kering SA                                      | Kering SA                                                  | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         87 | NS      | $44276.72     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG (Registered)                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       1264 | NS      | $47307.32     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale               | Terna - Rete Elettrica Nazionale                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |       5026 | NS      | $37118.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Regions Financial Corp.                        | Regions Financial Corp.                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       4591 | NS      | $98981.96     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    9000000 | PA      | $-58560.77    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Life Holding AG                          | Swiss Life Holding AG (Registered)                         | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         34 | NS      | $17525.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lululemon Athletica, Inc.                      | Lululemon Athletica, Inc.                                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        996 | NS      | $319098.48    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust                            | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        194 | NS      | $19601.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimizu Corp.                                  | Shimizu Corp.                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       8700 | NS      | $46422.59     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ipsen SA                                       | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        204 | NS      | $21942.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG         | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          3 | NS      | $30570.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd.                   | Sun Hung Kai Properties Ltd.                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       6000 | NS      | $81956.23     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                       | Becton Dickinson and Co.                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        705 | NS      | $179281.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Honda Motor Co. Ltd.                           | Honda Motor Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       1900 | NS      | $43337.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                     | Mitsubishi Estate Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       3400 | NS      | $44042.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                   | Dai Nippon Printing Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       1100 | NS      | $22098.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        761 | NS      | $75689.06     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 3324000000 | PA      | $-91019.84    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Orion OYJ                                      | Orion OYJ, Class B                                         | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        379 | NS      | $20777.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2650000 | PA      | $8421.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv plc                                      | Aptiv plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        926 | NS      | $86238.38     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2500000 | PA      | $15908.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ Corp.                                      | LKQ Corp.                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        510 | NS      | $27239.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc., Class B                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       2865 | NS      | $498051.60    | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| MS&AD Insurance Group Holdings, Inc.           | MS&AD Insurance Group Holdings, Inc.                       | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        500 | NS      | $15984.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Thales SA                                      | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        200 | NS      | $25553.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                   | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       7489 | NS      | $139192.26    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group, Inc.                     | Simon Property Group, Inc.                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        943 | NS      | $110783.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexagon AB                                     | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       2659 | NS      | $27879.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13000000 | PA      | $-1470.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Raymond James Financial, Inc.                  | Raymond James Financial, Inc.                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        667 | NS      | $71268.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Severn Trent plc                               | Severn Trent plc                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |       2043 | NS      | $65270.06     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   27944714 | PA      | $78963.08     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       5410 | NS      | $76927.32     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       2076 | NS      | $206950.24    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $1813.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Controls International plc             | Johnson Controls International plc                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       3160 | NS      | $202240.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        642 | NS      | $41012.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11715.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE            | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        538 | NS      | $391498.99    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group plc                                | Ocado Group plc                                            | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |       1905 | NS      | $14140.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| First Republic Bank                            | First Republic Bank                                        | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        673 | NS      | $82031.97     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co., Inc.                                | KKR & Co., Inc.                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        887 | NS      | $41174.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleperformance                                | Teleperformance                                            | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |         69 | NS      | $16495.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX plc                                       | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       2503 | NS      | $69203.03     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon M&A Center Holdings, Inc.                | Nihon M&A Center Holdings, Inc.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1600 | NS      | $19687.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential plc                                 | Prudential plc                                             | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       4781 | NS      | $65190.34     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PTC, Inc.                                      | PTC, Inc.                                                  | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        152 | NS      | $18246.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui OSK Lines Ltd.                          | Mitsui OSK Lines Ltd.                                      | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        700 | NS      | $17491.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56750000 | PA      | $53127.86     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                     | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        812 | NS      | $72560.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17724.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Glencore plc                                   | Glencore plc                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      12702 | NS      | $84705.15     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CK Asset Holdings Ltd.                         | CK Asset Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |       6500 | NS      | $39865.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $15473.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Warner Bros Discovery, Inc.                    | Warner Bros Discovery, Inc.                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       4414 | NS      | $41844.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp.                        | Paylocity Holding Corp.                                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |         88 | NS      | $17094.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Schindler Holding AG                           | Schindler Holding AG                                       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |        119 | NS      | $22381.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.      | Westinghouse Air Brake Technologies Corp.                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        294 | NS      | $29344.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13000000 | PA      | $-168952.61   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                       | Bayer AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       2457 | NS      | $126462.04    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Croda International plc                        | Croda International plc                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |        752 | NS      | $59843.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   37500000 | PA      | $19953.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       4564 | NS      | $1441585.04   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       2058 | NS      | $172563.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp. Japan                             | Oracle Corp. Japan                                         | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       1000 | NS      | $65021.52     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd.                       | QBE Insurance Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       3968 | NS      | $35996.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                      | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       1567 | NS      | $186320.23    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                        | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       4300 | NS      | $138402.77    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| St. James's Place plc                          | St. James's Place plc                                      | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       2147 | NS      | $28283.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Illumina, Inc.                                 | Illumina, Inc.                                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        509 | NS      | $102919.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AXA SA                                         | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       3949 | NS      | $110001.52    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Comerica, Inc.                                 | Comerica, Inc.                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        349 | NS      | $23330.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| McCormick & Co., Inc.                          | McCormick & Co., Inc. (Non-Voting)                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       1000 | NS      | $82890.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems, Inc.                             | EPAM Systems, Inc.                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         80 | NS      | $26219.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OMX Stockholm 30 Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        147 | NC      | $-28817.76    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.              | Kobayashi Pharmaceutical Co. Ltd.                          | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |        300 | NS      | $20562.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Schneider Electric SE                          | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       1289 | NS      | $181020.27    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Advance Auto Parts, Inc.                       | Advance Auto Parts, Inc.                                   | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        742 | NS      | $109096.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| M&G plc                                        | M&G plc                                                    | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |       9749 | NS      | $22045.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd.                            | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        300 | NS      | $88148.62     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   42000000 | PA      | $85853.59     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc.                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        575 | NS      | $52399.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   25370000 | PA      | $6585.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trane Technologies plc                         | Trane Technologies plc                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       1303 | NS      | $219021.27    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8500000 | PA      | $62316.61     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| American Water Works Co., Inc.                 | American Water Works Co., Inc.                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       2027 | NS      | $308955.34    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Rheinmetall AG                                 | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         82 | NS      | $16324.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lincoln National Corp.                         | Lincoln National Corp.                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        341 | NS      | $10475.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ANZ Group Holdings Ltd.                        | ANZ Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       9348 | NS      | $150586.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        406 | NS      | $30372.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy, Inc.                           | Enphase Energy, Inc.                                       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        562 | NS      | $148907.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       1526 | NS      | $241016.44    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International                           | Hermes International                                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         52 | NS      | $80488.33     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co.                               | Weyerhaeuser Co.                                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       1962 | NS      | $60822.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Resona Holdings, Inc.                          | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       3400 | NS      | $18674.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $-36145.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alstom SA                                      | Alstom SA                                                  | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |       1572 | NS      | $38461.54     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CarMax, Inc.                                   | CarMax, Inc.                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1540 | NS      | $93770.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Amundi SA                                      | Amundi SA                                                  | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |        567 | NS      | $32153.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Ltd.                                   | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       2200 | NS      | $110695.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      32988 | NS      | $98637.91     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                       | Enel SpA                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      19774 | NS      | $106347.43    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  215000000 | PA      | $12539.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eisai Co. Ltd.                                 | Eisai Co. Ltd.                                             | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |        600 | NS      | $39571.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                     | Eiffage SA                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       1356 | NS      | $133381.80    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                          | Westpac Banking Corp.                                      | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       9500 | NS      | $150399.32    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc.                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       1967 | NS      | $158559.87    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe, Inc.                                    | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       1278 | NS      | $430085.34    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        944 | NS      | $133987.05    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1285794150 | PA      | $-32567.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 2322500000 | PA      | $30954.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp.                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        302 | NS      | $18875.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        465 | NC      | $-436172.77   | -0.25%            |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp.                                     | Hess Corp.                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        298 | NS      | $42262.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Brands plc                            | Imperial Brands plc                                        | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       3550 | NS      | $88434.55     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PerkinElmer, Inc.                              | PerkinElmer, Inc.                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        248 | NS      | $34774.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 2526120000 | PA      | $-51725.75    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $276115.37    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Power Assets Holdings Ltd.                     | Power Assets Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |       6000 | NS      | $32792.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gjensidige Forsikring ASA                      | Gjensidige Forsikring ASA                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |       5432 | NS      | $106543.34    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Lennox International, Inc.                     | Lennox International, Inc.                                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         97 | NS      | $23205.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp.                         | General Dynamics Corp.                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        586 | NS      | $145392.46    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Shionogi & Co. Ltd.                            | Shionogi & Co. Ltd.                                        | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |       1000 | NS      | $49893.14     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar General Corp.                           | Dollar General Corp.                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       1608 | NS      | $395970.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralph Lauren Corp.                             | Ralph Lauren Corp.                                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |          9 | NS      | $951.03       | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Autodesk, Inc.                                 | Autodesk, Inc.                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        471 | NS      | $88015.77     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       1107 | NS      | $474637.32    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       2137 | NS      | $163373.65    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Group, Inc.                          | TransDigm Group, Inc.                                      | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         21 | NS      | $13222.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings, Inc.                     | MarketAxess Holdings, Inc.                                 | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        109 | NS      | $30399.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilbara Minerals Ltd.                          | Pilbara Minerals Ltd.                                      | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |       5431 | NS      | $13752.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15000000 | PA      | $21505.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ventas, Inc.                                   | Ventas, Inc.                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        835 | NS      | $37616.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurofins Scientific SE                         | Eurofins Scientific SE                                     | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |        540 | NS      | $38771.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiseido Co. Ltd.                              | Shiseido Co. Ltd.                                          | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |        100 | NS      | $4901.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesco plc                                      | Tesco plc                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      12798 | NS      | $34488.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Iberdrola SA                                   | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      16903 | NS      | $197317.22    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                    | Cie Financiere Richemont SA (Registered)                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        913 | NS      | $118379.55    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $20171.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carl Zeiss Meditec AG                          | Carl Zeiss Meditec AG                                      | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |        189 | NS      | $23756.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       1501 | NS      | $143060.31    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB, Class C                                 | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        635 | NS      | $15406.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The)                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        352 | NS      | $25136.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI, Inc.                                     | MSCI, Inc.                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        212 | NS      | $98616.04     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp.                             | Kimco Realty Corp.                                         | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       1710 | NS      | $36217.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co. (The)                     | Sherwin-Williams Co. (The)                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       1446 | NS      | $343179.18    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       1592 | NS      | $14884.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Snam SpA                                       | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       8252 | NS      | $40012.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31000000 | PA      | $35166.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       5663 | NS      | $256137.49    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| 3i Group plc                                   | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       4466 | NS      | $72024.72     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co. Ltd.                        | Fast Retailing Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        100 | NS      | $60853.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BP plc                                         | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      42252 | NS      | $243791.57    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Associated British Foods plc                   | Associated British Foods plc                               | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |       1009 | NS      | $19129.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                      | Darling Ingredients, Inc.                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        307 | NS      | $19215.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9000000 | PA      | $31606.13     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Orkla ASA                                      | Orkla ASA                                                  | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      15187 | NS      | $109609.62    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6056.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   23000000 | PA      | $-42780.28    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Renault SA                                     | Renault SA                                                 | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        933 | NS      | $31132.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aena SME SA                                    | Aena SME SA                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |        194 | NS      | $24319.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $-120255.62   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                  | EDP - Energias de Portugal SA                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       6537 | NS      | $32585.69     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM International NV                           | ASM International NV                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        140 | NS      | $35522.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV, Class A                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        547 | NS      | $45417.41     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       1517 | NS      | $89169.26     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TIS, Inc.                                      | TIS, Inc.                                                  | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |       2000 | NS      | $52563.55     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5000000 | PA      | $140919.73    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $75523.25     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Legrand SA                                     | Legrand SA                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        370 | NS      | $29667.24     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7980000 | PA      | $7430.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   33000000 | PA      | $-2015.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10000000 | PA      | $-936.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        958 | NS      | $320872.52    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMerieux                                     | BioMerieux                                                 | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |        235 | NS      | $24689.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Clorox Co. (The)                               | Clorox Co. (The)                                           | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       1214 | NS      | $170360.62    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| SCSK Corp.                                     | SCSK Corp.                                                 | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       6000 | NS      | $90820.43     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |    1019446 | PA      | $-6233.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Linde plc                                      | Linde plc                                                  | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |        854 | NS      | $278557.72    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  103000000 | PA      | $-4513.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        408 | NS      | $34206.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $3851.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wesfarmers Ltd.                                | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       4393 | NS      | $137005.82    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       1151 | NS      | $70613.85     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        129 | NS      | $318137.22    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 2151880000 | PA      | $-44453.77    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5600000 | PA      | $-46820.60    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Tobacco, Inc.                            | Japan Tobacco, Inc.                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       3200 | NS      | $64512.75     | 0.04%             |  |  |  | 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        |        446 | NS      | $14856.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        844 | NS      | $82568.52     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $30241.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexi SpA                                       | Nexi SpA                                                   | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |       3992 | NS      | $31512.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SMC Corp.                                      | SMC Corp.                                                  | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |        100 | NS      | $41755.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10475.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                    | Investor AB, Class A                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       2169 | NS      | $40353.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gecina SA                                      | Gecina SA                                                  | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |        208 | NS      | $21191.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rollins, Inc.                                  | Rollins, Inc.                                              | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        796 | NS      | $29085.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp.                                     | Hoya Corp.                                                 | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       1000 | NS      | $95778.58     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        912 | NS      | $509926.56    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                           | Kyowa Kirin Co. Ltd.                                       | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        900 | NS      | $20613.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                                   | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        307 | NS      | $132651.63    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ANSYS, Inc.                                    | ANSYS, Inc.                                                | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         77 | NS      | $18602.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                            | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        925 | NS      | $23202.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 8213400000 | PA      | $-184600.62   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    4000000 | PA      | $5332.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Itochu Techno-Solutions Corp.                  | Itochu Techno-Solutions Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       2300 | NS      | $53350.27     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                       | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       4472 | NS      | $136295.46    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group plc                | London Stock Exchange Group plc                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       1067 | NS      | $91677.92     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BAE Systems plc                                | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       4513 | NS      | $46612.08     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       1158 | NS      | $22839.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kobe Bussan Co. Ltd.                           | Kobe Bussan Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |        800 | NS      | $23056.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                    | Investor AB, Class B                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       4984 | NS      | $90215.17     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Alaska Air Group, Inc.                         | Alaska Air Group, Inc.                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        338 | NS      | $14513.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       5067 | NS      | $556305.93    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| WestRock Co.                                   | WestRock Co.                                               | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       2959 | NS      | $104038.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-27883.63    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp.                                      | Kao Corp.                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       1700 | NS      | $67490.77     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co.                        | International Paper Co.                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       8486 | NS      | $293870.18    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc., Class A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       5683 | NS      | $683892.22    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic plc                                  | Medtronic plc                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       3429 | NS      | $266501.88    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       1572 | NS      | $45197.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  558000000 | PA      | $-10766.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31000000 | PA      | $396494.39    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| United Airlines Holdings, Inc.                 | United Airlines Holdings, Inc.                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        915 | NS      | $34495.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products & Chemicals, Inc.                 | Air Products & Chemicals, Inc.                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        652 | NS      | $200985.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13445.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        932 | NS      | $86638.72     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp.                         | Costco Wholesale Corp.                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1914 | NS      | $873741.00    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Omron Corp.                                    | Omron Corp.                                                | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |       1400 | NS      | $67658.91     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp.                        | FUJIFILM Holdings Corp.                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       2000 | NS      | $100002.89    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                         | East Japan Railway Co.                                     | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        600 | NS      | $34174.77     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       2823 | NS      | $116448.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   32000000 | PA      | $1966.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Welcia Holdings Co. Ltd.                       | Welcia Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        600 | NS      | $13986.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   50000000 | PA      | $52713.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6000000 | PA      | $10110.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5000000 | PA      | $55363.18     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                      | Nokia OYJ                                                  | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       2984 | NS      | $13862.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP Renovaveis SA                              | EDP Renovaveis SA                                          | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |       1185 | NS      | $26112.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        853 | NS      | $465100.05    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| VF Corp.                                       | VF Corp.                                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       5061 | NS      | $139734.21    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        887 | NS      | $89773.27     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        258 | NS      | $59376.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sage Group plc (The)                           | Sage Group plc (The)                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       8832 | NS      | $79529.54     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | TOPIX Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         91 | NC      | $-337283.94   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     401681 | PA      | $-13892.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                  | Alnylam Pharmaceuticals, Inc.                              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         89 | NS      | $21150.85     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       1410 | NS      | $89436.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Investment AB Latour                           | Investment AB Latour, Class B                              | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |       2143 | NS      | $40528.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                        | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       7200 | NS      | $182243.54    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                | Kuehne + Nagel International AG (Registered)               | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         59 | NS      | $13716.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Hang Seng Bank Ltd.                            | Hang Seng Bank Ltd.                                        | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |       2500 | NS      | $41466.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                    | Reckitt Benckiser Group plc                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       1087 | NS      | $75346.89     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Canon, Inc.                                    | Canon, Inc.                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       1800 | NS      | $38959.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ITOCHU Corp.                                   | ITOCHU Corp.                                               | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       4800 | NS      | $150589.22    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH plc                                        | CRH plc                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       1898 | NS      | $75483.79     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG (Preference)                   | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |        251 | NS      | $21182.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingspan Group plc                             | Kingspan Group plc                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       1010 | NS      | $54685.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 2300000000 | PA      | $26056.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      30007 | NS      | $66477.85     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Invitation Homes, Inc.                         | Invitation Homes, Inc.                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1052 | NS      | $31181.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp., Class A                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      10565 | NS      | $369458.05    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| M3, Inc.                                       | M3, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |       1300 | NS      | $35312.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Insurance Australia Group Ltd.                 | Insurance Australia Group Ltd.                             | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       6537 | NS      | $21014.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortinet, Inc.                                 | Fortinet, Inc.                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       1824 | NS      | $89175.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       1130 | NS      | $79224.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands, Inc.                           | Conagra Brands, Inc.                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       2029 | NS      | $78522.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodside Energy Group Ltd.                     | Woodside Energy Group Ltd.                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       4989 | NS      | $120824.64    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd.                                 | BHP Group Ltd.                                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       8381 | NS      | $259617.77    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $-7669.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Corp.                                   | Otsuka Corp.                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |       1900 | NS      | $59888.70     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.                      | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       3700 | NS      | $148860.02    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 3812500000 | PA      | $-97467.27    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $96765.78     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $-16614.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.            | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       2600 | NS      | $111722.67    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $20866.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Utilities Group plc                     | United Utilities Group plc                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |       4964 | NS      | $59311.53     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                          | STMicroelectronics NV                                      | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       2598 | NS      | $92322.69     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 2141000000 | PA      | $-44929.41    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co. Ltd.                              | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       2700 | NS      | $113525.77    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       5508 | NS      | $337475.16    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-66942.95    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                         | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       2578 | NS      | $266154.62    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7987.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackstone, Inc.                               | Blackstone, Inc., Class A                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        379 | NS      | $28118.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diageo plc                                     | Diageo plc                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       6034 | NS      | $264119.49    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       1216 | NS      | $358574.08    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     954445 | PA      | $-4969.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke DSM NV                             | Koninklijke DSM NV                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |        264 | NS      | $32417.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NEC Corp.                                      | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       1100 | NS      | $38576.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       3899 | NS      | $170035.39    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp.                                      | PPL Corp.                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       5984 | NS      | $174852.48    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Dassault Systemes SE                           | Dassault Systemes SE                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       1667 | NS      | $59944.77     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Corp.                                  | Olympus Corp.                                              | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       3000 | NS      | $52912.77     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexcom, Inc.                                   | Dexcom, Inc.                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       1122 | NS      | $127055.28    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard, Inc.                      | Activision Blizzard, Inc.                                  | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       1625 | NS      | $124393.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | U.S. Treasury Ultra Bond                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -28 | NC      | $21683.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      12716 | NS      | $525043.64    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   17648481 | PA      | $192589.19    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Taisei Corp.                                   | Taisei Corp.                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       2200 | NS      | $70939.46     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   12400000 | PA      | $-104241.78   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $-22171.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       3598 | NS      | $62677.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rohm Co. Ltd.                                  | Rohm Co. Ltd.                                              | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |       1000 | NS      | $71689.37     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        338 | NS      | $49236.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7689.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP plc                                        | WPP plc                                                    | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |       3212 | NS      | $31734.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       2378 | NS      | $113287.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      30000 | NS      | $201402.50    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Stellantis NV                                  | Stellantis NV                                              | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       7379 | NS      | $104858.27    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       2075 | NS      | $374869.50    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3000000 | PA      | $-34547.65    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5000000 | PA      | $-54450.08    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       2810 | NS      | $92196.10     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Seven & i Holdings Co. Ltd.                    | Seven & i Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       1000 | NS      | $42856.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp.                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       1864 | NS      | $78176.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Johnson Matthey plc                            | Johnson Matthey plc                                        | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |        644 | NS      | $16458.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                    | Ono Pharmaceutical Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       1300 | NS      | $30385.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp., Class A              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        471 | NS      | $26936.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cochlear Ltd.                                  | Cochlear Ltd.                                              | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |        431 | NS      | $59524.30     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4187.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       8746 | NS      | $1172838.60   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   14390338 | PA      | $-8307.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Acciona SA                                     | Acciona SA                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |        193 | NS      | $35518.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Corp.                               | Mitsubishi Corp.                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        800 | NS      | $25971.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     806935 | PA      | $-28042.82    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Stockland                                      | Stockland                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      19870 | NS      | $48937.01     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $9395.28      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway, Inc.                       | Berkshire Hathaway, Inc., Class B                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       4267 | NS      | $1318076.30   | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Haleon plc                                     | Haleon plc                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      13249 | NS      | $52421.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       3820 | NS      | $324776.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever plc                                   | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       6449 | NS      | $325596.08    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Bechtle AG                                     | Bechtle AG                                                 | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               | CORP              | DE        |        532 | NS      | $18805.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc.                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       1427 | NS      | $179430.98    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Japan Railway Co.                      | Central Japan Railway Co.                                  | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        300 | NS      | $36833.89     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 1912500000 | PA      | $-57756.83    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc.                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       3225 | NS      | $208883.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management, Inc.                 | Apollo Global Management, Inc.                             | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        265 | NS      | $16904.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp.                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       1426 | NS      | $122935.46    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp.                                     | Ball Corp.                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       2583 | NS      | $132094.62    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Novo Nordisk A/S                               | Novo Nordisk A/S, Class B                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       3267 | NS      | $443709.44    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6781775 | PA      | $27454.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                      | Holcim AG                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        352 | NS      | $18220.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Nibe Industrier AB                             | Nibe Industrier AB, Class B                                | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |       2894 | NS      | $27011.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1642.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                   | Vertex Pharmaceuticals, Inc.                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        768 | NS      | $221783.04    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Building Fund, Inc.                     | Nippon Building Fund, Inc.                                 | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |          8 | NS      | $35774.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       3402 | NS      | $677814.48    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices, Inc.                           | Analog Devices, Inc.                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1249 | NS      | $204873.47    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10000000 | PA      | $6361.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |       1099 | NS      | $55247.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| British Land Co. plc (The)                     | British Land Co. plc (The)                                 | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |       3170 | NS      | $15050.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Schlumberger Ltd.                              | Schlumberger Ltd.                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       2608 | NS      | $139423.68    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                          | Colgate-Palmolive Co.                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       5191 | NS      | $408998.89    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Schroders plc                                  | Schroders plc                                              | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |      11423 | NS      | $60022.06     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Macquarie Group Ltd.                           | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       1223 | NS      | $138062.56    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                        | Applied Materials, Inc.                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       3260 | NS      | $317458.80    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets, Inc.                      | Cboe Global Markets, Inc.                                  | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        172 | NS      | $21580.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid plc                              | National Grid plc                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      12465 | NS      | $149322.69    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       1488 | NS      | $467585.49    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                     | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        873 | NS      | $186435.97    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6456450 | PA      | $24460.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Edenred                                        | Edenred                                                    | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        535 | NS      | $29117.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                         | Dr Ing hc F Porsche AG (Preference)                        | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |        339 | NS      | $34209.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aker BP ASA                                    | Aker BP ASA                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       2440 | NS      | $75842.23     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GPT Group (The)                                | GPT Group (The)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      11022 | NS      | $31434.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3229.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Take-Two Interactive Software, Inc.            | Take-Two Interactive Software, Inc.                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        162 | NS      | $16869.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7980000 | PA      | $46318.45     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       3575 | NS      | $154547.25    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Yokogawa Electric Corp.                        | Yokogawa Electric Corp.                                    | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |       1600 | NS      | $25393.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hargreaves Lansdown plc                        | Hargreaves Lansdown plc                                    | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |       2132 | NS      | $21955.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances, Inc.       | International Flavors & Fragrances, Inc.                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       1076 | NS      | $112807.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-368.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   34000000 | PA      | $13233.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chevron Corp.                                  | Chevron Corp.                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3839 | NS      | $689062.11    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp.                                    | Cigna Corp.                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        219 | NS      | $72563.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       2332 | NS      | $24531.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $-20010.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Assa Abloy AB                                  | Assa Abloy AB, Class B                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |       1500 | NS      | $32263.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6639.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurizon Holdings Ltd.                          | Aurizon Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      31833 | NS      | $80646.98     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |    1122265 | PA      | $-38948.15    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Target Corp.                                   | Target Corp.                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       3162 | NS      | $471264.48    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                   | Zimmer Biomet Holdings, Inc.                               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        488 | NS      | $62220.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group, Inc.                  | American Airlines Group, Inc.                              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1731 | NS      | $22018.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $32000.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Halliburton Co.                                | Halliburton Co.                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       2004 | NS      | $78857.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Campbell Soup Co.                              | Campbell Soup Co.                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        600 | NS      | $34050.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines, Inc.                          | Delta Air Lines, Inc.                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       9397 | NS      | $308785.42    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB               | Skandinaviska Enskilda Banken AB, Class A                  | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       3866 | NS      | $44508.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       2462 | NS      | $290516.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares, Inc.                | First Citizens BancShares, Inc., Class A                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         31 | NS      | $23509.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International, Inc.                        | RPM International, Inc.                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        539 | NS      | $52525.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65000000 | PA      | $110899.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       1774 | NS      | $168441.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       1060 | NS      | $143778.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | WIG20 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | PL        |       -423 | NC      | $-131710.48   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       5270 | NS      | $52394.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                 | Lehman Brothers Holdings, Inc.                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |      25000 | PA      | $0.00         | 0.00%             | 2017-11-01      | Fixed         | 6.75%                 | No            | 3                  | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       4547 | NS      | $378583.22    | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| Chugai Pharmaceutical Co. Ltd.                 | Chugai Pharmaceutical Co. Ltd.                             | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       2300 | NS      | $58665.57     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell plc                                      | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      16410 | NS      | $462611.32    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   85000000 | PA      | $-8317.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class A                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       3488 | NS      | $315664.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG (Registered)                        | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |       4604 | NS      | $13745.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Ltd.                                       | ASX Ltd.                                                   | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |       1369 | NS      | $63050.95     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  152000000 | PA      | $10840.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd.                 | Nomura Research Institute Ltd.                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       1200 | NS      | $28528.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     430749 | PA      | $4876.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc., Class A                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        913 | NS      | $56834.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Mini-DAX Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -12 | NC      | $28109.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11400000 | PA      | $15832.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken Holding NV                            | Heineken Holding NV                                        | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |        494 | NS      | $38151.84     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Avery Dennison Corp.                           | Avery Dennison Corp.                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        401 | NS      | $72581.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kesko OYJ                                      | Kesko OYJ, Class B                                         | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |       3282 | NS      | $72519.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                | Nippon Yusen KK                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        800 | NS      | $18864.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp.                     | Edwards Lifesciences Corp.                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       1621 | NS      | $120942.81    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp.                                   | Vistra Corp.                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       3848 | NS      | $89273.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         38 | NS      | $14724.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cooper Cos., Inc. (The)                        | Cooper Cos., Inc. (The)                                    | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         72 | NS      | $23808.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $-5696.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $-17099.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       2085 | NS      | $104208.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Westlake Corp.                                 | Westlake Corp.                                             | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        502 | NS      | $51475.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $41857.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA             | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      13187 | NS      | $79428.85     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                        | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       2713 | NS      | $69709.00     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Segro plc                                      | Segro plc                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |       3824 | NS      | $35227.69     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc.                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        248 | NS      | $43752.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | FTSE 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         97 | NC      | $-17401.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DCC plc                                        | DCC plc                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |        601 | NS      | $29552.34     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Organon & Co.                                  | Organon & Co.                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        677 | NS      | $18908.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokio Marine Holdings, Inc.                    | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       3600 | NS      | $76904.62     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Swire Properties Ltd.                          | Swire Properties Ltd.                                      | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |      14200 | NS      | $35967.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                        | BASF SE                                                    | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       2175 | NS      | $107094.04    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                   | Allegion plc                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        514 | NS      | $54103.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-118830.34   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| IDEXX Laboratories, Inc.                       | IDEXX Laboratories, Inc.                                   | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        234 | NS      | $95462.64     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Group, Inc.                      | T. Rowe Price Group, Inc.                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        695 | NS      | $75796.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| SEEK Ltd.                                      | SEEK Ltd.                                                  | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |        889 | NS      | $12638.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       5437 | NS      | $60513.81     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       1571 | NS      | $139693.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp.                             | Toyota Motor Corp.                                         | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      24100 | NS      | $328785.35    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       3005 | NS      | $191148.05    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA                                       | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        494 | NS      | $31746.77     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrefour SA                                   | Carrefour SA                                               | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       2717 | NS      | $45444.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                        | DuPont de Nemours, Inc.                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       2305 | NS      | $158192.15    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Caterpillar, Inc.                              | Caterpillar, Inc.                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        607 | NS      | $145412.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp.                               | CMS Energy Corp.                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        363 | NS      | $22988.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                     | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        181 | NS      | $76525.86     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Electric Co. Ltd.                         | Fuji Electric Co. Ltd.                                     | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |       1100 | NS      | $41513.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   81000000 | PA      | $14032.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        253 | NS      | $52677.13     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                    | Marsh & McLennan Cos., Inc.                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        224 | NS      | $37067.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Terumo Corp.                                   | Terumo Corp.                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       1900 | NS      | $53866.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     872960 | PA      | $22148.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                       | Infineon Technologies AG                                   | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       6214 | NS      | $188855.44    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| TJX Cos., Inc. (The)                           | TJX Cos., Inc. (The)                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      10098 | NS      | $803800.80    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                | Welltower, Inc.                                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        998 | NS      | $65418.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WiseTech Global Ltd.                           | WiseTech Global Ltd.                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        806 | NS      | $27720.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services, Inc.             | West Pharmaceutical Services, Inc.                         | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        186 | NS      | $43775.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow, Inc.                               | ServiceNow, Inc.                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        521 | NS      | $202288.67    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp.                         | Norfolk Southern Corp.                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        249 | NS      | $61358.58     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc.                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        114 | NS      | $35496.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                 | Takeda Pharmaceutical Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       4500 | NS      | $140610.13    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        185 | NS      | $29881.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31979.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Geberit AG                                     | Geberit AG (Registered)                                    | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        128 | NS      | $60426.31     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Real Estate Master Fund, Inc.           | Nomura Real Estate Master Fund, Inc.                       | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Long             | EC               | CORP              | JP        |         13 | NS      | $16105.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VICI Properties, Inc.                          | VICI Properties, Inc.                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       2866 | NS      | $92858.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32730.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  819000000 | PA      | $8087.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1214.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Straumann Holding AG                           | Straumann Holding AG (Registered)                          | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        173 | NS      | $19838.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IQVIA Holdings, Inc.                           | IQVIA Holdings, Inc.                                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        545 | NS      | $111665.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        311 | NS      | $148682.05    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Dow, Inc.                                      | Dow, Inc.                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        276 | NS      | $13907.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                        | Mitsui Fudosan Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       2400 | NS      | $43864.74     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      10596 | NS      | $1605929.76   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IBEX 35 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        178 | NC      | $-77676.44    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1918100 | PA      | $1866364.07   | 1.07%             | 2023-08-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       3775 | NS      | $53565.60     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                      | T-Fund, Institutional Class                                | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    8296507 | NS      | $8296506.84   | 4.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        882 | NS      | $131991.30    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaris SA                                     | Tenaris SA                                                 | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       1699 | NS      | $29796.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amcor plc                                      | Amcor plc                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      12793 | NS      | $152364.63    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -486 | NC      | $4314968.82   | 2.48%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11352.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       3245 | NS      | $139632.35    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| West Japan Railway Co.                         | West Japan Railway Co.                                     | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        400 | NS      | $17367.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        634 | NS      | $62968.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered plc                         | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       5978 | NS      | $44587.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| J Sainsbury plc                                | J Sainsbury plc                                            | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       8542 | NS      | $22404.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Japan 10 Year Bond                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -22 | NC      | $454644.12    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Endesa SA                                      | Endesa SA                                                  | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       2385 | NS      | $44949.03     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyu Corp.                                    | Tokyu Corp.                                                | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |       1200 | NS      | $15112.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Secom Co. Ltd.                                 | Secom Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       2200 | NS      | $125527.26    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Persimmon plc                                  | Persimmon plc                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |        813 | NS      | $11920.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Obayashi Corp.                                 | Obayashi Corp.                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       2600 | NS      | $19639.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     929976 | PA      | $-38877.06    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma, Inc.                          | Astellas Pharma, Inc.                                      | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       6200 | NS      | $94274.93     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Capcom Co. Ltd.                                | Capcom Co. Ltd.                                            | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |        500 | NS      | $15960.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group NV                       | Universal Music Group NV                                   | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       1461 | NS      | $35330.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| MetLife, Inc.                                  | MetLife, Inc.                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       2008 | NS      | $145318.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                  | Estee Lauder Cos., Inc. (The), Class A                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       1616 | NS      | $400945.76    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   71000000 | PA      | $79083.97     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                     | Siemens AG (Registered)                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       1484 | NS      | $204571.37    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        949 | NS      | $325867.62    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co.                                    | Kellogg Co.                                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        314 | NS      | $22369.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA   | Cie Generale des Etablissements Michelin SCA               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        565 | NS      | $15739.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SolarEdge Technologies, Inc.                   | SolarEdge Technologies, Inc.                               | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        398 | NS      | $112741.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| REA Group Ltd.                                 | REA Group Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        192 | NS      | $14439.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $-23882.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA | ACS Actividades de Construccion y Servicios SA             | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       1690 | NS      | $48356.96     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       4101 | NS      | $356294.88    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources, Inc.                       | Franklin Resources, Inc.                                   | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        521 | NS      | $13743.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| AstraZeneca plc                                | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       3569 | NS      | $482954.88    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        118 | NS      | $60438.42     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group, Inc.                | Principal Financial Group, Inc.                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        617 | NS      | $51778.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5000000 | PA      | $-62906.77    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| TDK Corp.                                      | TDK Corp.                                                  | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        600 | NS      | $19520.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       1600 | NS      | $420224.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | SET50 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |        724 | NC      | $140556.75    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                  | Volkswagen AG (Preference)                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |        620 | NS      | $76910.82     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co. Ltd.                       | Otsuka Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1500 | NS      | $48919.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                  | Paychex, Inc.                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       1229 | NS      | $142023.24    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp.                                | Microsoft Corp.                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      19478 | NS      | $4671213.96   | 2.68%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIX Corp.                                     | ORIX Corp.                                                 | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       2100 | NS      | $33613.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    4692067 | PA      | $16167.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Textron, Inc.                                  | Textron, Inc.                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        214 | NS      | $15151.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Beiersdorf AG                                  | Beiersdorf AG                                              | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |        472 | NS      | $53936.31     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Renesas Electronics Corp.                      | Renesas Electronics Corp.                                  | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       9700 | NS      | $85731.16     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexon Co. Ltd.                                 | Nexon Co. Ltd.                                             | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        800 | NS      | $17960.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DXC Technology Co.                             | DXC Technology Co.                                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        613 | NS      | $16244.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Adevinta ASA                                   | Adevinta ASA                                               | CUSIP: N/A<br>LEI: 529900W8V3YLHRSZH763       | Long             | EC               | CORP              | NO        |       1725 | NS      | $11422.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      21399 | NS      | $708734.88    | 0.41%             |  |  |  | No            | 1                  | On Loan: —       |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2796300 | PA      | $2787427.96   | 1.60%             | 2023-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Orsted A/S                                     | Orsted A/S                                                 | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        545 | NS      | $49271.08     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc.                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        607 | NS      | $51716.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                 | Public Storage                                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        396 | NS      | $110955.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Inpex Corp.                                    | Inpex Corp.                                                | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       2300 | NS      | $24714.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rivian Automotive, Inc.                        | Rivian Automotive, Inc., Class A                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1406 | NS      | $25912.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Evergy, Inc.                                   | Evergy, Inc.                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        521 | NS      | $32786.53     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis, Inc.                                 | Prologis, Inc.                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       2563 | NS      | $288926.99    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto plc                                  | Rio Tinto plc                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        819 | NS      | $57644.53     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | S&P/TSX 60 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         41 | NC      | $-253092.95   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems, Inc.                 | FactSet Research Systems, Inc.                             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         84 | NS      | $33701.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp.                           | Kimberly-Clark Corp.                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       2471 | NS      | $335438.25    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE, Inc.                                     | NIKE, Inc., Class B                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       8921 | NS      | $1043846.21   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Unicharm Corp.                                 | Unicharm Corp.                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |        600 | NS      | $22971.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Safran SA                                      | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        820 | NS      | $102708.28    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AVEVA Group plc                                | AVEVA Group plc                                            | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Long             | EC               | CORP              | GB        |        353 | NS      | $13663.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17050000 | PA      | $1016.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       3804 | NS      | $136716.81    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Kerry Group plc                                | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        268 | NS      | $24208.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | SGX NIFTY 50 Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -157 | NC      | $26389.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                  | Hankyu Hanshin Holdings, Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        500 | NS      | $14813.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   33630000 | PA      | $554.98       | 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        |       1551 | NS      | $70601.52     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Santos Ltd.                                    | Santos Ltd.                                                | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      10248 | NS      | $50401.66     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CDW Corp.                                      | CDW Corp.                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        237 | NS      | $42323.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Yara International ASA                         | Yara International ASA                                     | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |       2068 | NS      | $90820.32     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeon Co. Ltd.                                  | Aeon Co. Ltd.                                              | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |       2500 | NS      | $52788.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| First Horizon Corp.                            | First Horizon Corp.                                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       1407 | NS      | $34471.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nitori Holdings Co. Ltd.                       | Nitori Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        400 | NS      | $52265.01     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Euro-Bobl                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -224 | NC      | $819523.43    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresenius SE & Co. KGaA                        | Fresenius SE & Co. KGaA                                    | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        800 | NS      | $22345.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd.                                 | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      23200 | NS      | $256206.69    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| 3M Co.                                         | 3M Co.                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        508 | NS      | $60919.36     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GLP J-Reit                                     | GLP J-Reit                                                 | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |         17 | NS      | $19578.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlsberg A/S                                  | Carlsberg A/S, Class B                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        317 | NS      | $42049.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tapestry, Inc.                                 | Tapestry, Inc.                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        671 | NS      | $25551.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       1405 | NS      | $301091.50    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       5512 | NS      | $346005.90    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd.                          | Woolworths Group Ltd.                                      | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       5612 | NS      | $128152.41    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Naturgy Energy Group SA                        | Naturgy Energy Group SA                                    | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       1300 | NS      | $33785.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $138.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone OYJ                                       | Kone OYJ, Class B                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        908 | NS      | $47008.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Engie SA                                       | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       4853 | NS      | $69427.45     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Salmar ASA                                     | Salmar ASA                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |        804 | NS      | $31529.98     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                 | Lonza Group AG (Registered)                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        147 | NS      | $72158.69     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $29938.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $751.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG                                | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |       1938 | NS      | $171580.97    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                      | Nestle SA (Registered)                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       6116 | NS      | $706455.70    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| SGS SA                                         | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         10 | NS      | $23293.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Coles Group Ltd.                               | Coles Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       8159 | NS      | $92487.38     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                        | DSV A/S                                                    | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        157 | NS      | $24827.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                   | KBC Group NV                                               | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        471 | NS      | $30325.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                   | Hasbro, Inc.                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       1181 | NS      | $72052.81     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Exchange Group, Inc.                     | Japan Exchange Group, Inc.                                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       2300 | NS      | $33149.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Martin Marietta Materials, Inc.                | Martin Marietta Materials, Inc.                            | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        947 | NS      | $320057.59    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola HBC AG                               | Coca-Cola HBC AG                                           | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       1780 | NS      | $42077.07     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corp.                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        145 | NS      | $11025.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ito En Ltd.                                    | Ito En Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        400 | NS      | $14557.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                    | Raytheon Technologies Corp.                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       2995 | NS      | $302255.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS plc                                     | STERIS plc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        162 | NS      | $29919.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10000000 | PA      | $61107.78     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Old Dominion Freight Line, Inc.                | Old Dominion Freight Line, Inc.                            | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         52 | NS      | $14756.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab, Inc.                                   | Ecolab, Inc.                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       1892 | NS      | $275399.52    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp.                           | Alliant Energy Corp.                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        475 | NS      | $26224.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Obic Co. Ltd.                                  | Obic Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        700 | NS      | $102766.34    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2450000 | PA      | $20056.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                           | Dassault Aviation SA                                       | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        289 | NS      | $49012.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Equity Residential                             | Equity Residential                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        538 | NS      | $31742.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        386 | NS      | $198006.42    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp.                                    | Masco Corp.                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       1582 | NS      | $73831.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical, Inc.                       | Intuitive Surgical, Inc.                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1060 | NS      | $281271.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp.                             | State Street Corp.                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       1048 | NS      | $81293.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -592 | NC      | $3814455.61   | 2.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew plc                             | Smith & Nephew plc                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |       2707 | NS      | $36151.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       1012 | NS      | $63745.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc., Class A                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       3616 | NS      | $241006.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp.                           | Northern Trust Corp.                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        468 | NS      | $41413.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5077 | NS      | $820493.97    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group, Inc.                            | Omnicom Group, Inc.                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        283 | NS      | $23084.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17185.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                    | BOC Hong Kong Holdings Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |       9000 | NS      | $30553.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $10588.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp.                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        610 | NS      | $38045.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5000000 | PA      | $28966.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UPM-Kymmene OYJ                                | UPM-Kymmene OYJ                                            | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |       1310 | NS      | $49022.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       7561 | NS      | $80993.10     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        940 | NS      | $194645.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| EXOR NV                                        | EXOR NV                                                    | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |        155 | NS      | $11348.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Long Gilt                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -125 | NC      | $264629.91    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree, Inc.                              | Dollar Tree, Inc.                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       1909 | NS      | $270008.96    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC Energy Group, Inc.                         | WEC Energy Group, Inc.                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       1581 | NS      | $148234.56    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CLP Holdings Ltd.                              | CLP Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       5000 | NS      | $36427.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1877.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shimadzu Corp.                                 | Shimadzu Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        900 | NS      | $25478.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                       | Marathon Petroleum Corp.                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        558 | NS      | $64945.62     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lucid Group, Inc.                              | Lucid Group, Inc.                                          | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3332 | NS      | $22757.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Pearson plc                                    | Pearson plc                                                | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |       1523 | NS      | $17197.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PACCAR, Inc.                                   | PACCAR, Inc.                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       1007 | NS      | $99662.79     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Daikin Industries Ltd.                         | Daikin Industries Ltd.                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        300 | NS      | $45514.08     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                               | Baker Hughes Co.                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2092 | NS      | $61776.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc.                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        335 | NS      | $241699.15    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                   | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |       1721 | NS      | $22094.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alcon, Inc.                                    | Alcon, Inc.                                                | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        775 | NS      | $53179.70     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $-3499.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       1171 | NS      | $180966.34    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65000000 | PA      | $-5767.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sysmex Corp.                                   | Sysmex Corp.                                               | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        300 | NS      | $18111.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken NV                                    | Heineken NV                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        585 | NS      | $55102.48     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hershey Co. (The)                              | Hershey Co. (The)                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        507 | NS      | $117405.99    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | FTSE/MIB Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -57 | NC      | $154817.77    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $-16761.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fujitsu Ltd.                                   | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        600 | NS      | $79990.59     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyler Technologies, Inc.                       | Tyler Technologies, Inc.                                   | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        176 | NS      | $56744.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart, Inc.                                   | Copart, Inc.                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        870 | NS      | $52974.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc.                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       2025 | NS      | $128061.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc.                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        940 | NS      | $121748.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Medibank Pvt Ltd.                              | Medibank Pvt Ltd.                                          | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |      10986 | NS      | $21917.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       3855 | NS      | $330951.75    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| National Australia Bank Ltd.                   | National Australia Bank Ltd.                               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |       9482 | NS      | $192518.78    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 1571000000 | PA      | $-33595.96    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1772 | NS      | $182498.28    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramsay Health Care Ltd.                        | Ramsay Health Care Ltd.                                    | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |        376 | NS      | $16510.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         54 | NC      | $-337128.77   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       1978 | NS      | $1048696.04   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co.                             | General Motors Co.                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       5963 | NS      | $200595.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27410.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                 | Thermo Fisher Scientific, Inc.                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       1120 | NS      | $616772.80    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   62000000 | PA      | $-11719.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4850000 | PA      | $15190.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   34000000 | PA      | $58682.71     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       5721 | NS      | $22430.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vicinity Ltd.                                  | Vicinity Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      29430 | NS      | $39739.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        976 | NS      | $169043.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $38179.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 4889000000 | PA      | $47389.52     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                 | Synopsys, Inc.                                             | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        363 | NS      | $115902.27    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagen, Inc.                                   | Seagen, Inc.                                               | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        104 | NS      | $13365.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                    | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       4739 | NS      | $428867.44    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        425 | NS      | $358712.75    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sompo Holdings, Inc.                           | Sompo Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        400 | NS      | $17697.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus NV                                      | Prosus NV                                                  | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       1610 | NS      | $111159.95    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Incyte Corp.                                   | Incyte Corp.                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        685 | NS      | $55019.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 4422600000 | PA      | $-95783.33    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa, Inc.                                     | Visa, Inc., Class A                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4003 | NS      | $831663.28    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   59000000 | PA      | $20283.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                          | Parker-Hannifin Corp.                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        104 | NS      | $30264.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings, Inc.                           | Crown Holdings, Inc.                                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       1326 | NS      | $109010.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $89958.14     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barratt Developments plc                       | Barratt Developments plc                                   | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |       6332 | NS      | $30243.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Illinois Tool Works, Inc.                      | Illinois Tool Works, Inc.                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        227 | NS      | $50008.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiwa House REIT Investment Corp.              | Daiwa House REIT Investment Corp.                          | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |         11 | NS      | $24526.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2805300 | PA      | $2768725.48   | 1.59%             | 2023-04-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Keyence Corp.                                  | Keyence Corp.                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        500 | NS      | $194122.39    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15000000 | PA      | $-1507.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Albemarle Corp.                                | Albemarle Corp.                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        650 | NS      | $140959.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bureau Veritas SA                              | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        995 | NS      | $26222.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3658800 | PA      | $3596860.50   | 2.07%             | 2023-05-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                       | U.S. Treasury Bills                                        | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1914800 | PA      | $1869292.40   | 1.07%             | 2023-07-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                           | General Electric Co.                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        179 | NS      | $14998.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software, Inc.                          | Paycom Software, Inc.                                      | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        198 | NS      | $61441.38     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aflac, Inc.                                    | Aflac, Inc.                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       1762 | NS      | $126758.28    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Real Estate Investment Corp.             | Japan Real Estate Investment Corp.                         | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |          8 | NS      | $35138.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8500000 | PA      | $61667.62     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Leidos Holdings, Inc.                          | Leidos Holdings, Inc.                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        202 | NS      | $21248.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch InBev SA                        | Anheuser-Busch InBev SA/NV                                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       1678 | NS      | $101067.56    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                    | Healthpeak Properties, Inc.                                | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |        922 | NS      | $23114.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4000000 | PA      | $-69855.33    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Ampol Ltd.                                     | Ampol Ltd.                                                 | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |       1356 | NS      | $26065.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Catalent, Inc.                                 | Catalent, Inc.                                             | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        937 | NS      | $42174.37     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc., Class A                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        213 | NS      | $72228.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | MSCI Singapore Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -91 | NC      | $2340.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture plc                                  | Accenture plc, Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       1422 | NS      | $379446.48    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB, Class A                                 | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        893 | NS      | $21720.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Group Holdings Ltd.                      | Asahi Group Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        800 | NS      | $24902.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortum OYJ                                     | Fortum OYJ                                                 | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        749 | NS      | $12473.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PulteGroup, Inc.                               | PulteGroup, Inc.                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4083 | NS      | $185898.99    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       3937 | NS      | $241416.84    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Disco Corp.                                    | Disco Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        100 | NS      | $28502.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        898 | NS      | $83684.62     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   19000000 | PA      | $27868.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CapLand Ascendas REIT                          | CapLand Ascendas REIT                                      | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |      19100 | NS      | $39118.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Orica Ltd.                                     | Orica Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       3000 | NS      | $30673.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Signature Bank                                 | Signature Bank                                             | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        280 | NS      | $32261.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $312.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                    | FinecoBank Banca Fineco SpA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       3109 | NS      | $51628.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Capgemini SE                                   | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        170 | NS      | $28419.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                  | Pioneer Natural Resources Co.                              | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        387 | NS      | $88386.93     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $393.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Electronic Arts, Inc.                          | Electronic Arts, Inc.                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        558 | NS      | $68176.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        710 | NS      | $79875.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondi plc                                      | Mondi plc                                                  | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |       3026 | NS      | $51172.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Suzuki Motor Corp.                             | Suzuki Motor Corp.                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       1000 | NS      | $32027.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Webster Financial Corp.                        | Webster Financial Corp.                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        230 | NS      | $10888.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROCKWOOL A/S                                   | ROCKWOOL A/S                                               | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        131 | NS      | $30667.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       2416 | NS      | $265615.04    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5000000 | PA      | $-44658.54    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | MSCI EAFE E-Mini Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -299 | NC      | $507322.27    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      47449 | NS      | $294066.98    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.            | Norwegian Cruise Line Holdings Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       1177 | NS      | $14406.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Lam Research Corp.                             | Lam Research Corp.                                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        605 | NS      | $254281.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Shin-Etsu Chemical Co. Ltd.                    | Shin-Etsu Chemical Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |        400 | NS      | $48844.89     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Australia 10 Year Bonds                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        100 | NC      | $-341964.05   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations, Inc.               | Fortune Brands Innovations, Inc.                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        282 | NS      | $16105.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp. (The)                                | AES Corp. (The)                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       6584 | NS      | $189355.84    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| L'Oreal SA                                     | L'Oreal SA                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        839 | NS      | $300444.02    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       1297 | NS      | $41270.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bollore SE                                     | Bollore SE                                                 | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |       4336 | NS      | $24231.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto Trader Group plc                          | Auto Trader Group plc                                      | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |       2438 | NS      | $15182.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                                 | CUSIP: 00206RGT3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27191.03     | 0.02%             | 2031-12-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Sampo OYJ                                      | Sampo OYJ, Class A                                         | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       1118 | NS      | $58392.59     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        223 | NS      | $18288.23     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingfisher plc                                 | Kingfisher plc                                             | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |      10428 | NS      | $29628.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       1225 | NS      | $259528.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Isuzu Motors Ltd.                              | Isuzu Motors Ltd.                                          | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |       2100 | NS      | $24345.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                 | M&T Bank Corp.                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        765 | NS      | $110970.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co.                                 | Ford Motor Co.                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      15427 | NS      | $179416.01    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    9000000 | PA      | $-58906.13    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        496 | NS      | $241299.04    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy, Inc.                       | CenterPoint Energy, Inc.                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        437 | NS      | $13105.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc.                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       2086 | NS      | $82125.82     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SL Liquidity Series, LLC                       | Money Market Series                                        | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |    2474309 | NS      | $2474061.13   | 1.42%             |  |  |  | No            | N/A                | On Loan: No      |
| Bouygues SA                                    | Bouygues SA                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       2964 | NS      | $88895.60     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Land Securities Group plc                      | Land Securities Group plc                                  | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |       3084 | NS      | $23041.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Packaging Corp. of America                     | Packaging Corp. of America                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       1904 | NS      | $243540.64    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      20127 | NS      | $64189.62     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Burlington Stores, Inc.                        | Burlington Stores, Inc.                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       1053 | NS      | $213506.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Repsol SA                                      | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       1191 | NS      | $18957.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                        | Texas Instruments, Inc.                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       2263 | NS      | $373892.86    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Re AG                                    | Swiss Re AG                                                | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        384 | NS      | $35904.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        961 | NS      | $47905.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Ferrari NV                                     | Ferrari NV                                                 | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        514 | NS      | $110221.46    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SSE plc                                        | SSE plc                                                    | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |       5124 | NS      | $105385.01    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Moderna, Inc.                                  | Moderna, Inc.                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       1050 | NS      | $188601.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Salesforce, Inc.                               | Salesforce, Inc.                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       2604 | NS      | $345264.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10893.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.   | Fidelity National Information Services, Inc.               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       1298 | NS      | $88069.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp.                      | Mitsubishi Electric Corp.                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       2100 | NS      | $20808.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage, Inc.                      | Extra Space Storage, Inc.                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        382 | NS      | $56222.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hannover Rueck SE                              | Hannover Rueck SE                                          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |        102 | NS      | $20125.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $1324.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                | DR Horton, Inc.                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       4357 | NS      | $388382.98    | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| H & M Hennes & Mauritz AB                      | H & M Hennes & Mauritz AB, Class B                         | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |       2633 | NS      | $28374.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Xero Ltd.                                      | Xero Ltd.                                                  | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        268 | NS      | $12779.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Align Technology, Inc.                         | Align Technology, Inc.                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        145 | NS      | $30580.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      11356 | NS      | $224282.43    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  128000000 | PA      | $-310678.99   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Canada 10 Year Bonds                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        413 | NC      | $-995846.17   | -0.57%            |  |  |  | No            | 1                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                  | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        400 | NS      | $19726.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp.                                      | CSX Corp.                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       2560 | NS      | $79308.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                               | Pernod Ricard SA                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |        786 | NS      | $154624.03    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO Payment Gateway, Inc.                      | GMO Payment Gateway, Inc.                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |        400 | NS      | $33079.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  135000000 | PA      | $1908.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CapitaLand Integrated Commercial Trust         | CapitaLand Integrated Commercial Trust                     | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |      13300 | NS      | $20285.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck KGaA                                     | Merck KGaA                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        499 | NS      | $96277.26     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                      | United Overseas Bank Ltd.                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       2600 | NS      | $59555.20     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                              | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      23668 | NS      | $28986.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $-4928.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APA Group                                      | APA Group                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       4922 | NS      | $35976.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aviva plc                                      | Aviva plc                                                  | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |      10364 | NS      | $54977.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Zoetis, Inc.                                   | Zoetis, Inc.                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       1709 | NS      | $250453.95    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Energy Ltd.                             | Origin Energy Ltd.                                         | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       7888 | NS      | $41285.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       3983 | NS      | $44775.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        251 | NS      | $164412.53    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA (Preference)                          | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        967 | NS      | $67025.43     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9612.73     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AO Smith Corp.                                 | AO Smith Corp.                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        368 | NS      | $21064.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp.                                   | Cintas Corp.                                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        151 | NS      | $68194.62     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand, Inc.                              | Masterbrand, Inc.                                          | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |        282 | NS      | $2129.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG         | Chocoladefabriken Lindt & Spruengli AG (Registered)        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          1 | NS      | $102883.47    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Best Buy Co., Inc.                             | Best Buy Co., Inc.                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       2144 | NS      | $171970.24    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| EMS-Chemie Holding AG                          | EMS-Chemie Holding AG (Registered)                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |        167 | NS      | $113109.28    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                            | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5440000 | PA      | $7347.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** BlackRock Variable Series Funds, Inc.

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer