# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008720
**Filing Date:** 2023-2
**Character Count:** 199587
**Document Hash:** fdef798d39da0353f76732e5a87f8f7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008720.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008720

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 23658988

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### Global Impact Fund (Series ID: S000070882)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000225138 | Investor      | GGIIX           |
| C000225139 | Institutional | GGIYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guidestone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** Global Impact Fund

- **b. EDGAR series identifier (if any):** S000070882

- **c. LEI of Series:** 549300WNMHPI41CRNL91

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $121404015.32

**Total Liabilities:** $263481.61

**Net Assets:** $121140533.71

**Cash Not Reported:** $362243.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.506861595388 | **1-Year:** 979.855196519193 | **5-Year:** 6400.282885419872 | **10-Year:** 10164.252842885172 | **30-Year:** 2832.224519983637

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

- **3-Month:** 0.000000000000 | **1-Year:** 341.766470031400 | **5-Year:** 1275.545935795062 | **10-Year:** 673.585255152972 | **30-Year:** 931.860824208681

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225138 | 2.35%                | 6.90%                | -2.56%               |
| Class ID C000225139 | 2.34%                | 6.87%                | -2.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-952024.95              | $3600151.74                                |
| Month 2  | $-137577.41              | $7252615.15                                |
| Month 3  | $103343.71               | $-3151239.90                               |

**Designated Index Information**

- **Index Name:** 60% MSCI (ACWI) / 40% BBG U.S. Aggregate Bond Index

- **Index Identifier:** LEMBCUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Avangrid Inc                                                      | AGR 3.15 12/01/24                                                         | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    850000 | PA      | $813437.34    | 0.67%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                        | LOWINF 3.386 07/01/26 2019                                                | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $566859.79    | 0.47%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 510721                                                                | CUSIP: 83164M4E6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229704 | PA      | $247394.27    | 0.20%             | 2046-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA4738                                                                 | CUSIP: 3133KLHP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    747286 | PA      | $612026.50    | 0.51%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA6801                                                                 | CUSIP: 3133KNRW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    228915 | PA      | $201977.18    | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522646                                                                | CUSIP: 83165BET5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171742 | PA      | $194076.36    | 0.16%             | 2046-01-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                         | DHR 2.6 11/15/29                                                          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $263829.99    | 0.22%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corporation                                        | BRDGHS 3.25 07/15/30                                                      | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $260775.08    | 0.22%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 1.957 02/11/31                                                        | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131276.34    | 0.11%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522625                                                                | CUSIP: 83165BD66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213589 | PA      | $243599.25    | 0.20%             | 2045-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.875 02/08/29                                                         | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282714.35    | 0.23%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522644                                                                | CUSIP: 83165BER9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201400 | PA      | $221556.09    | 0.18%             | 2045-12-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISSUER LLC                                       | SNVA 2021-A A                                                             | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339554 | PA      | $277376.38    | 0.23%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522645                                                                | CUSIP: 83165BES7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185418 | PA      | $204480.71    | 0.17%             | 2031-02-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BU1337                                                                 | CUSIP: 3140M2PX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634819 | PA      | $559005.33    | 0.46%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB3797                                                                 | CUSIP: 3140QPGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640061 | PA      | $601899.80    | 0.50%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                | VOD 5.25 05/30/48                                                         | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $356401.67    | 0.29%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522615                                                                | CUSIP: 83165BDU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142778 | PA      | $157187.93    | 0.13%             | 2030-12-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| National Community Renaissance California                         | NCRCAL 3.27 12/01/32 2022                                                 | CUSIP: 63548MAA6<br>LEI: 254900QBKK4WBSO3GE51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $482986.29    | 0.40%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB2938                                                                 | CUSIP: 3140QNHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439569 | PA      | $387065.05    | 0.32%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA4590                                                                 | CUSIP: 3133KLC39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    352310 | PA      | $288660.07    | 0.24%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522592                                                                | CUSIP: 83165BC59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57267 | PA      | $61931.92     | 0.05%             | 2030-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                             | BX 2022-AHP C                                                             | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $650857.07    | 0.54%             | 2039-01-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB3764                                                                 | CUSIP: 3140QPFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518918 | PA      | $487980.22    | 0.40%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                       | AWK 4.45 06/01/32                                                         | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $818597.84    | 0.68%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LUMINACE ABS-2022 ISSUER LLC                                      | BREN 2022-1 B                                                             | CUSIP: 55026CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798907 | PA      | $734473.80    | 0.61%             | 2062-07-31      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities Inc                                           | WTRG 5.3 05/01/52                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236716.19    | 0.20%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                    | Home Depot Inc COM USD0.05                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2255 | NS      | $712264.30    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                       | Humana Inc. COM USD0.166                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3020 | NS      | $1546813.80   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                 | Microchip Technology Incorporated COM USD0.001                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     20753 | NS      | $1457898.25   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                                        | Nike, Inc. CLASS'B'COM NPV                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5261 | NS      | $615589.61    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                       | The Progressive Corporation COM USD1.00                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     11065 | NS      | $1435241.15   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                                       | Wabtec Corp COM USD0.01                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     16887 | NS      | $1685491.47   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corporation                                      | Intact Financial Corporation COM NPV                                      | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     10458 | NS      | $1505442.23   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                               | TE Connectivity Ltd COM CHF0.57                                           | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     11527 | NS      | $1323299.60   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                          | AIA Group Ltd, Hong Kong NPV                                              | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    130000 | NS      | $1435640.91   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                             | Schneider Electric SE EUR4.00                                             | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      9729 | NS      | $1366288.78   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                          | Lam Research Corporation COM USD0.001                                     | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1987 | NS      | $835136.10    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                     | Prologis Inc. COM USD0.01                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5808 | NS      | $654735.84    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                   | T-Mobile US Inc COM USD0.00001                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      8725 | NS      | $1221500.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                        | Legrand SA EUR4                                                           | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     15657 | NS      | $1255405.46   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MasterCard Incorporated COM USD0.0001 CLASS A                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3738 | NS      | $1299814.74   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                                 | Wolters Kluwer NV EUR0.12                                                 | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      9140 | NS      | $956366.83    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                       | Xylem, Inc. COM USD0.01                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     10485 | NS      | $1159326.45   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                 | ASML Holding N.V. EUR0.09                                                 | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1743 | NS      | $950374.48    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp                                                | IPG Photonics Corp COM USD0.0001                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      8565 | NS      | $810848.55    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                                       | Murata Manufacturing Co Ltd NPV                                           | CUSIP: J46840104<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     14400 | NS      | $710138.75    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                    | Guidestone Fds MONEY MKT INSTL                                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   1117631 | NS      | $1117631.46   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                                    | NY NYCMFH 0.923 11/01/2025                                                | CUSIP: 64972ETZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $179202.99    | 0.15%             | 2025-11-01      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| ROMULUS MICH CMNTY SCHS                                           | MI RMLSCD 1 05/01/2025                                                    | CUSIP: 776219QA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $183485.09    | 0.15%             | 2025-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY                                     | DC DISHSG 2.05 03/01/2030                                                 | CUSIP: 254768VK7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    420000 | PA      | $348840.28    | 0.29%             | 2030-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COOF LN GP 0.48% IO                                               | COOF LN GP 0.48% IO                                                       | CUSIP: 12699QBH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475255 | PA      | $6447.78      | 0.01%             | 2046-01-15      | Fixed         | 0.48%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 2.44 01/15/32                                                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    580000 | PA      | $471670.95    | 0.39%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SANTA CLARA VY CALIF WTR DIST                                     | CA SCVWTR 1.78 06/01/2031                                                 | CUSIP: 80168FPD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $344214.84    | 0.28%             | 2031-06-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP                                      | TX SANEDU 1.74 04/01/2025                                                 | CUSIP: 796247DM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $229891.48    | 0.19%             | 2025-04-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| COOF LN GP 1.23% IO                                               | COOF LN GP 1.23% IO                                                       | CUSIP: 12699QJE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401496 | PA      | $9589.33      | 0.01%             | 2031-06-15      | Fixed         | 1.23%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA6760                                                                 | CUSIP: 3133KNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    451790 | PA      | $397849.64    | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perkinelmer, Inc.                                                 | PKI 2.25 09/15/31                                                         | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138057.50    | 0.11%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SBA PC VAR QTRLY ADJ                                              | SBA 530018                                                                | CUSIP: 8316A0AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    469744 | PA      | $519975.33    | 0.43%             | 2046-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| COOF LN GP 1.23% IO                                               | COOF LN GP 1.23% IO                                                       | CUSIP: 12699QJF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324427 | PA      | $7748.62      | 0.01%             | 2031-08-15      | Fixed         | 1.23%                 | No            |                  3 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                            | TESLA 2021-B D                                                            | CUSIP: 88161KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $460902.90    | 0.38%             | 2025-09-22      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| COOF LN GP 1.28% IO                                               | COOF LN GP 1.28% IO                                                       | CUSIP: 12699QBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279508 | PA      | $10112.21     | 0.01%             | 2046-03-15      | Fixed         | 1.28%                 | No            |                  3 | On Loan: No      |
| SUNNOVA HELIOS VII ISSUER LLC                                     | SNVA 2021-C A                                                             | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458648 | PA      | $375655.13    | 0.31%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH                                              | PA PHIDEV 4.3 09/01/2024                                                  | CUSIP: 71780TBA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $196723.65    | 0.16%             | 2024-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc                                        | CALVRT 2.5 01/30/26 *                                                     | CUSIP: 13162EAB2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.83%             | 2026-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mary Free Bed Rehabilitation Hospital                             | MRYFRE 3.786 04/01/51 2021                                                | CUSIP: 57388MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $212653.95    | 0.18%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TIFT CNTY GA HOSP AUTH                                            | GA TIFMED 1.05 12/01/2025                                                 | CUSIP: 886640HY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $289483.33    | 0.24%             | 2025-12-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UNITED INDPT SCH DIST TEX                                         | TX UNDSCD 5 08/15/2025                                                    | CUSIP: 910678U74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161290.70    | 0.13%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT GREEN BK CONN                                         | CT CTGGEN 2.15 11/15/2029                                                 | CUSIP: 207580AV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    207000 | PA      | $172022.07    | 0.14%             | 2029-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                        | Denso Corp NPV                                                            | CUSIP: J12075107<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      2000 | NS      | $98079.66     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                          | NEC Corp NPV                                                              | CUSIP: J48818207<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |       700 | NS      | $24548.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corp                                                        | Nikon Corp NPV                                                            | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |      1300 | NS      | $11495.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NARRAGANSETT R I BAY COMMN REV                                    | RI NARPOL 2.09 09/01/2030                                                 | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $406021.78    | 0.34%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                  | CA CASMED 1.98 06/01/2030                                                 | CUSIP: 13032UXS2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    600000 | PA      | $486756.18    | 0.40%             | 2030-06-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CALIF                                                   | CA RIVHGR 0.824 08/01/2025                                                | CUSIP: 76886PJN4<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    195000 | PA      | $177575.31    | 0.15%             | 2025-08-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                    | Guidestone Fds MONEY MKT INSTL                                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   1505973 | NS      | $1505972.60   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                                    | Guidestone Fds MONEY MKT INSTL                                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     50371 | NS      | $50371.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                                    | NY NYCMFH 1.02 05/01/2026                                                 | CUSIP: 64972EUA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $219464.94    | 0.18%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                   | CA SFO 1.78 06/15/2029                                                    | CUSIP: 79773KDG6<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    600000 | PA      | $487812.36    | 0.40%             | 2029-06-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TEX HIGHER ED FIN CORP                                  | TX ARLEDU 0.5 08/15/2023                                                  | CUSIP: 041806X62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $170362.02    | 0.14%             | 2023-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA CAP FACS FIN AGY                                   | NC NCSEDU 1.05 10/01/2023                                                 | CUSIP: 65818PPH6<br>LEI: 549300R4V235D6J0I420 | Long             | DBT              | MUN               | US        |    150000 | PA      | $144778.85    | 0.12%             | 2023-10-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA CAP FACS FIN AGY                                   | NC NCSEDU 1.43 10/01/2024                                                 | CUSIP: 65818PPJ2<br>LEI: 549300R4V235D6J0I420 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92914.04     | 0.08%             | 2024-10-01      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                     | Koninklijke Ahold Delhaize NV EUR0.01                                     | CUSIP: N0074E105<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      2823 | NS      | $81164.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd.                                                      | Plus500 Ltd. ORD ILS0.01 (DI)                                             | CUSIP: M7S2CK109<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |       523 | NS      | $11354.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                     | NN Group N.V. EUR0.12                                                     | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       968 | NS      | $39583.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                      | South32 Ltd. NPV                                                          | CUSIP: Q86668102<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     13627 | NS      | $37360.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                   | AGL Energy Ltd. NPV                                                       | CUSIP: Q01630195<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |      2594 | NS      | $14199.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd.                                              | Meridian Energy Ltd. NPV                                                  | CUSIP: Q5997E121<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      3464 | NS      | $11521.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                            | CK Asset Holdings Ltd. HKD1                                               | CUSIP: G2177B101<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |      5500 | NS      | $33732.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                          | Nova Ltd ILS0.01                                                          | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       104 | NS      | $8397.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd.                                      | Japan Post Insurance Co Ltd. NPV                                          | CUSIP: J2800E107<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       700 | NS      | $12310.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey Bankers Ltd                                       | Johnson Matthey Bankers Ltd ORD GBP1.109245                               | CUSIP: G51604166<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |       843 | NS      | $21544.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                     | Hydro One Ltd COM NPV                                                     | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      1047 | NS      | $28046.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                  | UniCredit S.p.A. NPV                                                      | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      6067 | NS      | $86088.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Ltd.                                                | Scentre Group Ltd. NPV STAPLED UNIT                                       | CUSIP: Q8351E109<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |     19252 | NS      | $37475.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd.                                       | Japan Post Holdings Co Ltd. NPV                                           | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      5000 | NS      | $42069.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                              | Evonik Industries AG NPV                                                  | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       617 | NS      | $11768.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                               | Auckland International Airport Ltd. NPV                                   | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      2641 | NS      | $13098.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd.                                           | Japan Post Bank Co Ltd. NPV                                               | CUSIP: J2800C101<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      1400 | NS      | $12002.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mercury NZ Ltd.                                                   | Mercury NZ Ltd. NPV                                                       | CUSIP: Q5971Q108<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |      2733 | NS      | $9654.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                         | Land Securities Group PLC ORD GBP0.106666666                              | CUSIP: G5375M142<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |      4322 | NS      | $32290.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS Group AG CHF0.10 (REGD)                                               | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     10789 | NS      | $200526.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                       | Covestro AG NPV                                                           | CUSIP: D15349109<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |       455 | NS      | $17725.00     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vicinity Centres Re Ltd                                           | Vicinity Centres Re Ltd NPV (STAPLED SECURITY)                            | CUSIP: Q9395F102<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |     15262 | NS      | $20608.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                    | ING Groep N.V. EUR0.01                                                    | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      9860 | NS      | $120106.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.Com N.V                                         | Just Eat Takeaway.Com N.V EUR0.04                                         | CUSIP: N4753E105<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |       506 | NS      | $10769.97     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Tokyu Fudosan Holdings Corp                                       | Tokyu Fudosan Holdings Corp NPV                                           | CUSIP: J88764105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $9958.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                | Vodafone Group PLC ORD USD0.2095238                                       | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     86097 | NS      | $87191.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                    | WSP Global Inc COM NPV                                                    | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       215 | NS      | $24944.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB (publ)                                          | Industrivarden AB (publ) SER'A'NPV                                        | CUSIP: W45430100<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       474 | NS      | $11529.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                                                  | Mazda Motor Corp NPV                                                      | CUSIP: J41551110<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |      1900 | NS      | $14242.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                | Toyota Tsusho Corp NPV                                                    | CUSIP: J92719111<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       600 | NS      | $22070.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamada Holdings Co Ltd                                            | Yamada Holdings Co Ltd NPV                                                | CUSIP: J95534103<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |      3000 | NS      | $10649.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altagas Ltd                                                       | Altagas Ltd COM NPV                                                       | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |       582 | NS      | $10049.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Axa SA                                                            | Axa SA EUR2.29                                                            | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1176 | NS      | $32758.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group Ltd.                                             | The Swatch Group Ltd. CHF0.45(REGD)                                       | CUSIP: H83949133<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       227 | NS      | $11803.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                            | Credit Suisse Group AG CHF0.04 (REGD)                                     | CUSIP: H3698D419<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |      6059 | NS      | $18088.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | BNP Paribas SA EUR2                                                       | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      3280 | NS      | $186760.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsukiyococokara & Co                                            | Matsukiyococokara & Co NPV                                                | CUSIP: J41208109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $15079.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                    | Caixabank S.A. EUR1                                                       | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     15739 | NS      | $61709.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                        | Strabag SE NPV (BR)                                                       | CUSIP: A8363A118<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |       233 | NS      | $9752.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                             | Dexus NPV (STAPLED)                                                       | CUSIP: Q318A1104<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3894 | NS      | $20443.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                                 | EDP Renovaveis SA EUR5                                                    | CUSIP: E3847K101<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       730 | NS      | $16085.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colruyt SA                                                        | Colruyt SA NPV                                                            | CUSIP: B26882231<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |       323 | NS      | $7377.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co.,Ltd.                                          | Otsuka Holdings Co.,Ltd. NPV                                              | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $68486.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                        | Vonovia SE NPV                                                            | CUSIP: D9581T100<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      2192 | NS      | $51635.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                                                | Eneos Holdings Inc NPV                                                    | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      9000 | NS      | $30648.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Limited                                       | ENN Energy Holdings Limited HKD0.10                                       | CUSIP: G3066L101<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |      1800 | NS      | $25142.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                             | Ezaki Glico Co., Ltd. NPV                                                 | CUSIP: J13314109<br>LEI: 3538001RG4BHKDFV6G61 | Long             | EC               | CORP              | JP        |      1400 | NS      | $38397.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                           | FUJIFILM Holdings Corp. NPV                                               | CUSIP: J14208102<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      1100 | NS      | $55001.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| House Foods Group Inc                                             | House Foods Group Inc NPV                                                 | CUSIP: J22680102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $40053.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                 | Isuzu Motors Ltd. NPV                                                     | CUSIP: J24994113<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      1600 | NS      | $18548.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc                                      | Kansai Electric Power Co Inc NPV                                          | CUSIP: J30169106<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      5300 | NS      | $51467.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Corp                                                    | Panasonic Corp NPV                                                        | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      6700 | NS      | $56072.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                          | Industrivarden AB (publ) SER'C'NPV                                        | CUSIP: W45430126<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       480 | NS      | $11645.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                                    | Mitsubishi Gas Chemical Co Inc NPV                                        | CUSIP: J43959113<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |       600 | NS      | $8247.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                          | Mitsubishi Electric Corp NPV                                              | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      5700 | NS      | $56480.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K. Lines Ltd.                                          | Mitsui O.S.K. Lines Ltd. NPV                                              | CUSIP: J45013133<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      1200 | NS      | $29985.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Svenska Cellulosa Aktiebolaget SCA (publ)                         | Svenska Cellulosa Aktiebolaget SCA (publ) SER'B'NPV                       | CUSIP: W90152120<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      1662 | NS      | $21048.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                                | NGK Insulators Ltd NPV                                                    | CUSIP: J49076110<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |       800 | NS      | $10142.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co Ltd.                                            | NGK Spark Plug Co Ltd. NPV                                                | CUSIP: J49119100<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |       500 | NS      | $9163.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph and Telephone Corp.                              | Nippon Telegraph and Telephone Corp. NPV                                  | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      3800 | NS      | $108370.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                     | Obayashi Corp NPV                                                         | CUSIP: J59826107<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      1800 | NS      | $13596.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corp.                                                | Oji Holdings Corp. NPV                                                    | CUSIP: J6031N109<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |      2800 | NS      | $11309.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Co Ltd                                                       | Rohm Co Ltd NPV                                                           | CUSIP: J65328122<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |       300 | NS      | $21506.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun International Ltd.                                          | Fosun International Ltd. NPV                                              | CUSIP: Y2618Y108<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | HK        |     10500 | NS      | $8522.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                       | Sun Hung Kai Properties Ltd NPV                                           | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      5000 | NS      | $68296.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                                | Swire Pacific Ltd. 'A' NPV                                                | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      2000 | NS      | $17531.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd.                                              | Yamaha Motor Co Ltd. NPV                                                  | CUSIP: J95776126<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      1100 | NS      | $24861.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd.                                             | Swire Properties Ltd. NPV                                                 | CUSIP: Y83191109<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |      5000 | NS      | $12664.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                              | Tourmaline Oil Corp. COM NPV                                              | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |       978 | NS      | $49347.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                      | Porsche Automobil Holding SE NON VTG PRF NPV                              | CUSIP: D6240C122<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       395 | PA      | $21541.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                     | Volkswagen Aktiengesellschaft NON VTG PRF NPV                             | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       541 | PA      | $67110.89     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                       | Bayerische Motoren Werke AG NON VTG PREF EUR1                             | CUSIP: D12096125<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       192 | PA      | $16203.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                                  | Seiko Epson Corp NPV                                                      | CUSIP: J7030F105<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      1000 | NS      | $14549.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                        | Fortescue Metals Group Ltd NPV                                            | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      4950 | NS      | $69186.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                             | Mitsubishi Chemical Group Corporation NPV                                 | CUSIP: J44046100<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      3900 | NS      | $20190.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                                  | Nomura Real Estate Holdings Inc. NPV                                      | CUSIP: J5893B104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8553.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                       | Fujitsu Ltd NPV                                                           | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       600 | NS      | $79990.59     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group                                                         | GPT Group NPV (STAPLED SECURITIES)                                        | CUSIP: Q4252X155<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |      8037 | NS      | $22921.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO Corp.                                                      | HASEKO Corp. NPV                                                          | CUSIP: J18984153<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |      2200 | NS      | $24572.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                                 | Henderson Land Development Co Ltd NPV                                     | CUSIP: Y31476107<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      3000 | NS      | $10443.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                                       | Hongkong Land Holdings Ltd. ORD USD0.10(SINGAPORE REG)                    | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | SG        |      2200 | NS      | $10121.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group Inc                                       | Fukuoka Financial Group Inc NPV                                           | CUSIP: J17129107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $15902.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                                        | Power Assets Holdings Ltd. NPV                                            | CUSIP: Y7092Q109<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      3500 | NS      | $19129.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf (Holdings) Ltd. The                                         | Wharf (Holdings) Ltd. The NPV                                             | CUSIP: Y8800U127<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |      3000 | NS      | $8800.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                      | ITOCHU Corp. NPV                                                          | CUSIP: J2501P104<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      4200 | NS      | $131765.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                       | Kajima Corp NPV                                                           | CUSIP: J29223120<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $13964.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                     | Kawasaki Heavy Industries Ltd NPV                                         | CUSIP: J31502131<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |       500 | NS      | $11605.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                                    | Kuraray Co Ltd NPV                                                        | CUSIP: J37006137<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |      1300 | NS      | $10404.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                                      | Kyocera Corp NPV                                                          | CUSIP: J37479110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $54600.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                         | Orkla ASA NOK1.25                                                         | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      7033 | NS      | $50759.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                     | Marubeni Corp NPV                                                         | CUSIP: J39788138<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      5000 | NS      | $57279.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                   | Mitsubishi Corp NPV                                                       | CUSIP: J43830116<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      4500 | NS      | $146091.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                  | Mitsubishi Heavy Industries Ltd. NPV                                      | CUSIP: J44002178<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      1100 | NS      | $43468.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                   | Mitsui & Co Ltd NPV                                                       | CUSIP: J44690139<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      5000 | NS      | $145628.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc                                              | Mitsui Chemicals Inc NPV                                                  | CUSIP: J4466L136<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |       500 | NS      | $11230.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                            | SKF AB SER'B'NPV                                                          | CUSIP: W84237143<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      1050 | NS      | $16037.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Corp.                                                    | Sumitomo Corp. NPV                                                        | CUSIP: J77282119<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      4300 | NS      | $71479.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                             | Tokyo Tatemono Co Ltd NPV                                                 | CUSIP: J88333133<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |       800 | NS      | $9685.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                  | Tokyo Gas Co Ltd NPV                                                      | CUSIP: J87000113<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      1200 | NS      | $23495.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                           | Toyota Industries Corp. NPV                                               | CUSIP: J92628106<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       600 | NS      | $32595.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co                                                      | Tsumura & Co NPV                                                          | CUSIP: J93407120<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8772.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                    | Guidestone Fds MONEY MKT INSTL                                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      3222 | NS      | $3222.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfresa Holdings                                                  | Alfresa Holdings NPV                                                      | CUSIP: J0109X107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10169.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                  | Bank Hapoalim BM ILS1                                                     | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      3580 | NS      | $32234.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                       | Worley Ltd. NPV                                                           | CUSIP: Q9858A103<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |      1105 | NS      | $11271.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd.                                | Electric Power Development Co Ltd. NPV                                    | CUSIP: J12915104<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |       600 | NS      | $9529.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                  | Bridgestone Corp NPV                                                      | CUSIP: J04578126<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      1900 | NS      | $67273.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                    | BHP Group Ltd. NPV                                                        | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      4371 | NS      | $135400.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                               | Honda Motor Co Ltd. NPV                                                   | CUSIP: J22302111<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      5500 | NS      | $125449.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                      | Kyushu Electric Power Co Inc NPV                                          | CUSIP: J38468104<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |      1700 | NS      | $9609.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                       | Swisscom AG CHF1(REGD)                                                    | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        50 | NS      | $27390.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                       | Ageas SA/NV NPV                                                           | CUSIP: B0148L138<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       630 | NS      | $27954.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                 | ASML Holding N.V. EUR0.09                                                 | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       438 | NS      | $238820.44    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                | Contact Energy Ltd NPV                                                    | CUSIP: Q2818G104<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      2296 | NS      | $11235.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                                             | Medipal Holdings Corp NPV                                                 | CUSIP: J4189T101<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |       800 | NS      | $10573.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                                      | Mirvac Group STAPLED SECURITIES                                           | CUSIP: Q62377108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8787 | NS      | $12712.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                       | Aisin Corp. NPV                                                           | CUSIP: J00714105<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       300 | NS      | $7954.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                       | Harvey Norman Holdings Ltd. NPV                                           | CUSIP: Q4525E117<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |      3371 | NS      | $9445.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                                         | Hang Lung Properties Ltd. NPV                                             | CUSIP: Y30166105<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |      6000 | NS      | $11688.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                 | Asahi Kasei Corp. NPV                                                     | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      5000 | NS      | $35592.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                          | AGC Inc. NPV                                                              | CUSIP: J0025W100<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       500 | NS      | $16592.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel (Finance) Ltd / BlueScope Steel Finance (USA) LLC | BlueScope Steel (Finance) Ltd / BlueScope Steel Finance (USA) LLC NPV     | CUSIP: Q1415L177<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |       839 | NS      | $9562.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holding Inc.                                                  | JFE Holding Inc. NPV                                                      | CUSIP: J2817M100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16244.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | Sumitomo Mitsui Financial Group Inc NPV                                   | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      3900 | NS      | $156906.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                       | Mizuho Financial Group Inc. NPV                                           | CUSIP: J4599L102<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      6300 | NS      | $88756.26     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp.                                                      | Sojitz Corp. NPV                                                          | CUSIP: J7608R119<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |       700 | NS      | $13337.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Ltd.                                                | Incitec Pivot Ltd. NPV                                                    | CUSIP: Q4887E101<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |      6531 | NS      | $16625.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                           | Bank Leumi Le-Israel BM ILS1                                              | CUSIP: M16043107<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      5105 | NS      | $42518.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo and Adelaide Bank Ltd.                                    | Bendigo and Adelaide Bank Ltd. ORD NPV                                    | CUSIP: Q1458B102<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |      1405 | NS      | $9324.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Brother Industries Ltd                                            | Brother Industries Ltd NPV                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       600 | NS      | $9068.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc.                                      | Chubu Electric Power Co Inc. NPV                                          | CUSIP: J06510101<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      2200 | NS      | $22749.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO Tinto Limited                                                 | RIO Tinto Limited NPV                                                     | CUSIP: Q81437107<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       995 | NS      | $78530.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                        | Mitsubishi HC Capital Inc. NPV                                            | CUSIP: J4706D100<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |      2400 | NS      | $11804.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                       | Subaru Corp NPV                                                           | CUSIP: J7676H100<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      2200 | NS      | $33308.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate (K.D) Ltd                                       | Mivne Real Estate (K.D) Ltd ILS1                                          | CUSIP: M5514Q106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3200 | NS      | $10177.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                      | Hitachi Ltd. NPV                                                          | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2800 | NS      | $140885.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC Holdings PLC ORD USD0.50                                             | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     27947 | NS      | $173202.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                      | Associated British Foods PLC ORD 5 15/22P                                 | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      3105 | NS      | $58866.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                            | Standard Chartered PLC ORD USD0.50                                        | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      9823 | NS      | $73265.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                    | Kingfisher PLC ORD GBP0.157142857                                         | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     10381 | NS      | $29494.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments PLC                                          | Barratt Developments PLC ORD GBP0.10                                      | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      5955 | NS      | $28442.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sainsbury (J) PLC                                                 | Sainsbury (J) PLC ORD GBP0.28571428                                       | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      9038 | NS      | $23705.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                | Anglo American PLC USD0.54945                                             | CUSIP: G03764134<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      4038 | NS      | $158127.64    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                 | Taylor Wimpey PLC ORD GBP0.01                                             | CUSIP: G86954107<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     13096 | NS      | $16038.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                      | 3i Group PLC ORD GBP0.738636                                              | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      3326 | NS      | $53639.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                       | Pearson PLC ORD GBP0.25                                                   | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      2529 | NS      | $28557.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                     | Persimmon PLC ORD GBP0.10                                                 | CUSIP: G70202109<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      1338 | NS      | $19618.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                     | Rio Tinto PLC ORD GBP0.10                                                 | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3269 | NS      | $230085.45    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                      | DS Smith PLC ORD GBP0.10                                                  | CUSIP: G2848Q123<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |      6678 | NS      | $25759.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                          | Lloyds Banking Group PLC ORD GBP0.1                                       | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    234903 | NS      | $128189.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                      | Northern Star Resources Ltd. NPV                                          | CUSIP: Q6951U101<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      2958 | NS      | $22135.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corporation                                          | Barrick Gold Corporation COM NPV                                          | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      5116 | NS      | $87697.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                     | CK Hutchison Holdings Limited HKD1                                        | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      8500 | NS      | $50922.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                    | Compagnie Generale des Etablissements Michelin EUR0.50 (POST SUBDIVISION) | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      1784 | NS      | $49697.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                 | NatWest Group PLC ORD GBP1.0769                                           | CUSIP: G6422B147<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     20775 | NS      | $66256.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                              | Fastighets AB Balder SER'B'NPV                                            | CUSIP: W2951M127<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |      2585 | NS      | $12064.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                         | Aviva PLC ORD GBP0.328947368                                              | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      6330 | NS      | $33578.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                         | Woodside Energy Group Ltd NPV                                             | CUSIP: Q98327333<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       992 | NS      | $24024.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amasten Fastighets AB                                             | Amasten Fastighets AB NPV                                                 | CUSIP: W0R88G105<br>LEI: 213800QBPS3L89U9TZ44 | Long             | EC               | CORP              | SE        |       362 | NS      | $677.28       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| FRESB MORTGAGE TRUST                                              | FRESB 2021-SB87 A5H                                                       | CUSIP: 30320VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458990 | PA      | $411680.38    | 0.34%             | 2041-04-25      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB3052                                                                 | CUSIP: 3140QNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550508 | PA      | $484751.01    | 0.40%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA6108                                                                 | CUSIP: 3133KMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1553825 | PA      | $1416761.11   | 1.17%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB3227                                                                 | CUSIP: 3140QNSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1466260 | PA      | $1337077.29   | 1.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB3231                                                                 | CUSIP: 3140QNSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765195 | PA      | $697697.67    | 0.58%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD                                            | LPSLT 2021-2GS A                                                          | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    438950 | PA      | $322958.46    | 0.27%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Providence College                                                | PRVCOL 3.194 11/01/50 2021                                                | CUSIP: 74373RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $406864.48    | 0.34%             | 2050-11-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 4.2 02/22/52                                                         | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $273039.60    | 0.23%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Preservation of Affordable Housing Inc.                           | POAHIC 4.479 12/01/32                                                     | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $427904.76    | 0.35%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS VI ISSUER LLC                                      | SNVA 2021-B A                                                             | CUSIP: 86744TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303925 | PA      | $236574.42    | 0.20%             | 2048-07-20      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| The Reinvestment Fund, Inc.                                       | REIFUN 3.93 02/15/28                                                      | CUSIP: 75936LAM6<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461762.23    | 0.38%             | 2028-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                             | GILD 5.65 12/01/41                                                        | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    238000 | PA      | $245354.67    | 0.20%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS1524                                                                 | CUSIP: 3140LBVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $81355.88     | 0.07%             | 2033-03-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 510792                                                                | CUSIP: 83164M7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299692 | PA      | $322472.44    | 0.27%             | 2031-07-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 522678                                                                | CUSIP: 83165BFT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241949 | PA      | $268680.31    | 0.22%             | 2031-08-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BQ7758                                                                 | CUSIP: 3140KTTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    709159 | PA      | $581039.94    | 0.48%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BR6611                                                                 | CUSIP: 3140L5KZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235708 | PA      | $1011629.22   | 0.84%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS0915                                                                 | CUSIP: 3140LBAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $395544.02    | 0.33%             | 2031-03-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS1482                                                                 | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481914 | PA      | $396971.50    | 0.33%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                | DFC 1.65 04/15/28 1                                                       | CUSIP: 90376PCZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    500000 | PA      | $439215.90    | 0.36%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| I/O COOF GP 0.73%                                                 | I/O COOF GP 0.73%                                                         | CUSIP: 12699PBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273850 | PA      | $4062.35      | 0.00%             | 2031-02-15      | Fixed         | 0.73%                 | No            |                  3 | On Loan: No      |
| I/O COOF LN GP .23%                                               | I/O COOF LN GP .23%                                                       | CUSIP: 12699QBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730749 | PA      | $7261.01      | 0.01%             | 2031-09-15      | Fixed         | 0.23%                 | No            |                  3 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                     | SNVA 2019-AA A                                                            | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499604 | PA      | $446307.47    | 0.37%             | 2046-06-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS1257                                                                 | CUSIP: 3140LBMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $394904.63    | 0.33%             | 2033-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                            | TESLA 2021-A D                                                            | CUSIP: 88161FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $843127.08    | 0.70%             | 2025-03-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS VIII ISSUER LLC                                    | SNVA 2022-A C                                                             | CUSIP: 86745AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424641 | PA      | $347373.75    | 0.29%             | 2049-02-22      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS4422                                                                 | CUSIP: 3140LE4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543067 | PA      | $474128.10    | 0.39%             | 2032-03-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Sba Pc Var Qtrly Adj                                              | SBA 510760                                                                | CUSIP: 83164M5V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102008 | PA      | $111761.18    | 0.09%             | 2031-01-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS1281                                                                 | CUSIP: 3140LBM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $401956.33    | 0.33%             | 2031-03-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                | DFC 1.44 04/15/28 2                                                       | CUSIP: 90376PDF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    500000 | PA      | $435050.72    | 0.36%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| COOF LN GP 1.28% IO                                               | COOF LN GP 1.28% IO                                                       | CUSIP: 12699QBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356315 | PA      | $12890.98     | 0.01%             | 2046-08-15      | Fixed         | 1.28%                 | No            |                  3 | On Loan: No      |
| Agilent Technologies Inc.                                         | A 2.3 03/12/31                                                            | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202762.97    | 0.17%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BS1560                                                                 | CUSIP: 3140LBWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $207456.37    | 0.17%             | 2031-04-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bluehub Loan Fund, Inc.                                           | BLULNF 3.099 01/01/30 2020                                                | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $543422.53    | 0.45%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COOF LN GP .53% IO                                                | COOF LN GP .53% IO                                                        | CUSIP: 12699QBG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477219 | PA      | $4613.51      | 0.00%             | 2031-08-15      | Fixed         | 0.53%                 | No            |                  3 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co Ltd.                            | Taisho Pharmaceutical Holdings Co Ltd. NPV                                | CUSIP: J79885109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $13195.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aveva Group Plc                                                   | Aveva Group Plc ORD GBP0.03556                                            | CUSIP: G06812120<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |       551 | NS      | $21327.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Stora Enso Oyj                                                    | Stora Enso Oyj SER'R'NPV                                                  | CUSIP: X8T9CM113<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      2038 | NS      | $28734.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                             | Banco Bilbao Vizcaya Argentaria, S.A. EUR0.49                             | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     18482 | NS      | $111322.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                        | Allianz SE NPV(REGD)(VINKULIERT)                                          | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        70 | NS      | $14949.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                            | Mercedes-Benz Group AG ORD NPV(REGD)                                      | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      2478 | NS      | $162048.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                            | Sanofi EUR2                                                               | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3191 | NS      | $307697.25    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                       | Bayerische Motoren Werke AG EUR1                                          | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       915 | NS      | $81009.59     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Corp                                                        | Nokia Corp NPV                                                            | CUSIP: X61873133<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     14151 | NS      | $65741.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Philips NV                                                  | Royal Philips NV EUR0.20                                                  | CUSIP: N7637U112<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      2067 | NS      | $31102.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                                      | Castellum AB NPV                                                          | CUSIP: W2084X107<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |      1068 | NS      | $12933.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                         | Neste Oyj NPV                                                             | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      1200 | NS      | $55340.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                          | Engie SA EUR1                                                             | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      5894 | NS      | $84320.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                         | Alstom SA EUR7.00                                                         | CUSIP: F0259M475<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |       661 | NS      | $16172.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Electricite de France SA                                          | Electricite de France SA EUR0.5                                           | CUSIP: F2940H113<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |      1524 | NS      | $19565.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                      | Securitas AB SER'B'NPV                                                    | CUSIP: W7912C118<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       986 | NS      | $8227.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                   | Norsk Hydro ASA NOK1.098                                                  | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      2796 | NS      | $20892.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                                      | Husqvarna AB SER'B'NPV                                                    | CUSIP: W4235G116<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |      1156 | NS      | $8119.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Austevoll Seafood ASA                                             | Austevoll Seafood ASA NOK0.50                                             | CUSIP: R0814U100<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |      1410 | NS      | $12716.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                         | Orion Oyj SER'B'NPV                                                       | CUSIP: X6002Y112<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       386 | NS      | $21161.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Ltd.                                            | Fletcher Building Ltd. NPV                                                | CUSIP: Q3915B105<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |      2796 | NS      | $8371.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                               | Resona Holdings Inc NPV                                                   | CUSIP: J6448E106<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      6500 | NS      | $35700.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                         | Israel Discount Bank Ltd. ILS0.10                                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      2446 | NS      | $12841.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                       | Inpex Corp. NPV                                                           | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      3000 | NS      | $32236.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                         | Wilmar International Ltd. NPV                                             | CUSIP: Y9586L109<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     21400 | NS      | $66669.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                        | Canon Inc. NPV                                                            | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       900 | NS      | $19479.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Idemitsu Kosan Co.,Ltd.                                           | Idemitsu Kosan Co.,Ltd. NPV                                               | CUSIP: J2388K103<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       800 | NS      | $18729.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd                                                    | Chiba Bank Ltd NPV                                                        | CUSIP: J05670104<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      2200 | NS      | $16051.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co Ltd.                                           | Sumitomo Pharma Co Ltd. NPV                                               | CUSIP: J10542116<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |      1200 | NS      | $9095.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                        | Dai Nippon Printing Co Ltd NPV                                            | CUSIP: J10584142<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |       800 | NS      | $16071.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd.                                      | Daiwa House Industry Co Ltd. NPV                                          | CUSIP: J11508124<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $36858.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Ltd.                                              | Newcrest Mining Ltd. NPV                                                  | CUSIP: Q6651B114<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |      1986 | NS      | $27848.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                | Nippon Steel Corp. NPV                                                    | CUSIP: J55678106<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      3000 | NS      | $52053.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                     | Nippon Yusen Kabushiki Kaisha NPV                                         | CUSIP: J56515232<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       900 | NS      | $21222.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                        | ORIX Corp. NPV                                                            | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      3800 | NS      | $60825.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd.                                                     | Ricoh Co Ltd. NPV                                                         | CUSIP: J64683105<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      1800 | NS      | $13700.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                       | Santos Ltd. NPV                                                           | CUSIP: Q82869118<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      5641 | NS      | $27743.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                 | Sekisui House Ltd NPV                                                     | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      1600 | NS      | $28366.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                           | Fresenius SE & Co. KGaA NPV                                               | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      1260 | NS      | $35194.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                       | Bouygues SA EUR1                                                          | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       416 | NS      | $12476.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP-Energias de Portugal SA                                       | EDP-Energias de Portugal SA EUR1(REGD)                                    | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      8366 | NS      | $41702.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwool AS                                                       | Rockwool AS SER'B'DKK10                                                   | CUSIP: K8254S144<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |        51 | NS      | $11939.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                   | Danske Bank A/S DKK10                                                     | CUSIP: K22272114<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      3405 | NS      | $67157.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                        | Vivendi SE EUR5.50                                                        | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |      2851 | NS      | $27235.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                  | AP Moller-Maersk SER'B'DKK1000                                            | CUSIP: K0514G101<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        20 | NS      | $44772.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                  | AP Moller-Maersk SER'A'DKK1000                                            | CUSIP: K0514G135<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        21 | NS      | $46281.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB (Publ)                                   | L E Lundbergforetagen AB (Publ) SER'B'NPV                                 | CUSIP: W54114108<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |       237 | NS      | $10104.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp                                                | Lundin Mining Corp COM NPV                                                | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |      1752 | NS      | $10752.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Swedbank AB (publ)                                                | Swedbank AB (publ) SER'A'NPV                                              | CUSIP: W94232100<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2815 | NS      | $47880.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB Swedish Steel AB                                             | SSAB Swedish Steel AB SER'B'NPV                                           | CUSIP: W8615U108<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      2573 | NS      | $13402.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB Swedish Steel AB                                             | SSAB Swedish Steel AB SER'A'NPV                                           | CUSIP: W8615U124<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      1775 | NS      | $9711.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                     | Trelleborg AB SER'B'NPV                                                   | CUSIP: W96297101<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |       758 | NS      | $17508.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group                                                     | Azrieli Group ILS0.10                                                     | CUSIP: M1571Q105<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       284 | NS      | $18939.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Corporation                                           | UPM-Kymmene Corporation NPV                                               | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1440 | NS      | $53886.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange S.A.                                                       | Orange S.A. EUR4                                                          | CUSIP: F6866T100<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      4646 | NS      | $46098.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International N.V.                                            | ASM International N.V. EUR0.04                                            | CUSIP: N07045201<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       113 | NS      | $28672.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                               | HeidelbergCement AG NPV                                                   | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       427 | NS      | $24195.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                     | Volkswagen Aktiengesellschaft ORD NPV                                     | CUSIP: D94523145<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |        88 | NS      | $13805.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                         | Repsol SA EUR1                                                            | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      3878 | NS      | $61726.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                             | Banco Santander, S.A. EUR0.50(REGD)                                       | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     47025 | NS      | $140610.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                  | Deutsche Bank AG ORD NPV(REGD)                                            | CUSIP: D18190898<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      5315 | NS      | $59748.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                             | Societe Generale S.A. EUR1.25                                             | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      2116 | NS      | $53077.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd                                                      | NH Foods Ltd NPV                                                          | CUSIP: J4929Q102<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |      1400 | NS      | $39086.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                              | Softbank Group Corp. NPV                                                  | CUSIP: J7596P109<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      3800 | NS      | $160713.27    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                           | Sekisui Chemical Co Ltd NPV                                               | CUSIP: J70703137<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      1000 | NS      | $13938.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                                  | Sino Land Co Ltd NPV                                                      | CUSIP: Y80267126<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |      8000 | NS      | $9978.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland Corp Ltd.                                               | Stockland Corp Ltd. NPV (STAPLED)                                         | CUSIP: Q8773B105<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |      4932 | NS      | $12146.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                 | Sumitomo Electric Industries Ltd. NPV                                     | CUSIP: J77411114<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      2200 | NS      | $24856.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                                       | Taisei Corp NPV                                                           | CUSIP: J79561148<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       400 | NS      | $12898.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co Ltd                                                | Taiyo Yuden Co Ltd NPV                                                    | CUSIP: J80206113<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |       400 | NS      | $11524.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toppan Inc                                                        | Toppan Inc NPV                                                            | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      1000 | NS      | $14767.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                              | Toray Industries Inc NPV                                                  | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |      8000 | NS      | $44490.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                            | Toyo Suisan Kaisha Ltd NPV                                                | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $30820.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                        | Tosoh Corp NPV                                                            | CUSIP: J90096132<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |       800 | NS      | $9513.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                | Toyota Motor Corp. NPV                                                    | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      1500 | NS      | $20463.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                       | Novartis AG CHF0.50 (REGD)                                                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      3858 | NS      | $349139.18    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert SA                                       | Groupe Bruxelles Lambert SA NPV                                           | CUSIP: B4746J115<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       310 | NS      | $24774.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Ltd                                                        | Holcim Ltd CHF2 (REGD)                                                    | CUSIP: H3816Q102<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1358 | NS      | $70294.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                        | Skanska AB SER'B'NPV                                                      | CUSIP: W83567110<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      1128 | NS      | $17881.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group Ltd.                                             | The Swatch Group Ltd. CHF2.25(BR)                                         | CUSIP: H83949141<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        75 | NS      | $21316.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                              | Credit Agricole S.A. EUR3                                                 | CUSIP: F22797108<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3502 | NS      | $36838.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                      | Compagnie de Saint-Gobain SA EUR4                                         | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1473 | NS      | $72060.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                             | Telecom Italia S.p.A. NPV                                                 | CUSIP: T92778108<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     34892 | NS      | $8086.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Yara International ASA                                            | Yara International ASA NOK1.7                                             | CUSIP: R9900C106<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       518 | NS      | $22749.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                              | Sumitomo Mitsui Trust Holdings, Inc. NPV                                  | CUSIP: J7772M102<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       900 | NS      | $31405.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sse PLC                                                           | Sse PLC GBP0.50                                                           | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     55594 | NS      | $1143398.62   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                      | DS Smith PLC ORD GBP0.10                                                  | CUSIP: G2848Q123<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |    276649 | NS      | $1067146.67   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc.                                              | Walker & Dunlop Inc. COM USD0.01                                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11665 | NS      | $915469.20    | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| Workday Inc                                                       | Workday Inc COM USD0.001 CL A                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3952 | NS      | $661288.16    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                     | Equinix, Inc. COM USD0.001                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       826 | NS      | $541054.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                      | NVIDIA Corp. COM USD0.001                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      6733 | NS      | $983960.62    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                      | Autodesk Inc COM USD0.01                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7563 | NS      | $1413297.81   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                      | Cadence Design Systems, Inc. COM USD0.01                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3519 | NS      | $565292.16    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Boralex Inc                                                       | Boralex Inc CL'A'COM NPV                                                  | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     42250 | NS      | $1248777.70   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                                 | McCormick & Company, Incorporated COM NPV                                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3307 | NS      | $274117.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Coloplast AS                                                      | Coloplast AS SER'B'DKK1                                                   | CUSIP: K16018192<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       561 | NS      | $65722.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                    | Manulife Financial Corporation COM NPV                                    | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      5565 | NS      | $99257.57     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Ltd                                                        | Empire Ltd CLASS'A'N/VTG COM NPV                                          | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       399 | NS      | $10508.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                         | Emera Inc COM NPV                                                         | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       704 | NS      | $26906.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc                                                        | Fortis Inc COM NPV                                                        | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      1196 | NS      | $47857.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                         | Flex Ltd. COM USD0.01                                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      1182 | NS      | $25365.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Companies Limited                                          | Loblaw Companies Limited COM NPV                                          | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       574 | NS      | $50752.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                           | Magna International Inc COM NPV                                           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       765 | NS      | $42973.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc                                                         | Metro Inc COM NPV                                                         | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       793 | NS      | $43907.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                         | Pan American Silver Corp. COM NPV                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       461 | NS      | $7524.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corporation of Canada                                       | Power Corporation of Canada SUB-VTG NPV                                   | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      1746 | NS      | $41070.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                            | Teck Resources Limited CLASS'B'SUB-VTG COM NPV                            | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      1302 | NS      | $49204.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                               | Teva Pharmaceutical Industries Ltd. SPON ADS EACH REP 1 ORD SHS           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      3279 | NS      | $29904.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd.                                        | West Fraser Timber Co Ltd. COM NPV                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       228 | NS      | $16463.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Corporation                           | Algonquin Power & Utilities Corporation COM NPV                           | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      1073 | NS      | $6989.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BT Group PLC                                                      | BT Group PLC ORD GBP0.05                                                  | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |     27563 | NS      | $37217.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | Barclays PLC ORD GBP0.25                                                  | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     49882 | NS      | $94916.11     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                          | Kinross Gold Corporation COM NPV                                          | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      2301 | NS      | $9380.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                         | Kesko Oyj SER'B'EUR2                                                      | CUSIP: X44874109<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       855 | NS      | $18892.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali S.p.A.                                     | Assicurazioni Generali S.p.A. NPV                                         | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      3549 | NS      | $63110.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca - Banca di Credito Finanziario SpA                     | Mediobanca - Banca di Credito Finanziario SpA EUR0.5                      | CUSIP: T10584117<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      2220 | NS      | $21332.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energieversorgung Niederoster                                     | Energieversorgung Niederoster NPV                                         | CUSIP: A19833101<br>LEI: 529900P4JZBFEVNEAE60 | Long             | EC               | CORP              | AT        |       413 | NS      | $7468.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                  | TotalEnergies SE EUR2.5                                                   | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      5480 | NS      | $343997.18    | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| Marsh & McLennan Companies, Inc.                                  | Marsh & McLennan Companies, Inc. COM USD1.00                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7781 | NS      | $1287599.88   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                             | Microsoft Corporation COM USD0.00000625                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12178 | NS      | $2920527.96   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                    | Texas Instruments Incorporated COM USD1.00                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      8011 | NS      | $1323577.42   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC COM USD0.01 CL A                                                  | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      5519 | NS      | $1656472.66   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                 | Crown Castle Inc. COM USD0.01                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4932 | NS      | $668976.48    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                             | Atlassian Corporation CL A                                                | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $580089.44    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                                      | Keyence Corp NPV                                                          | CUSIP: J32491102<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2000 | NS      | $776489.56    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                   | Nintendo Co Ltd NPV                                                       | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     27000 | NS      | $1135257.67   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp                                                        | Nidec Corp NPV                                                            | CUSIP: J52968104<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     11300 | NS      | $581488.40    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                                     | Shimadzu Corp NPV                                                         | CUSIP: J72165129<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29100 | NS      | $823817.76    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                                       | Shimano Inc NPV                                                           | CUSIP: J72262108<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      5800 | NS      | $916509.59    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                         | Aptiv PLC COM USD0.01                                                     | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     10427 | NS      | $971066.51    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                   | Knorr-Bremse AG NPV                                                       | CUSIP: D4S43E114<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     14549 | NS      | $791500.68    | 0.65%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Innergex Renewable Energy Inc.                                    | Innergex Renewable Energy Inc. COM NPV                                    | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Long             | EC               | CORP              | CA        |     68781 | NS      | $822933.68    | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Adidas AG                                                         | Adidas AG NPV (REGD)                                                      | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      3126 | NS      | $423655.66    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage System Inc                                      | Advanced Drainage System Inc COM USD0.01                                  | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      6488 | NS      | $531821.36    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                                    | Evoqua Water Technologies Corp COM USD0.01                                | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     26148 | NS      | $1035460.80   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                      | Encompass Health Corporation COM USD0.01                                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     19261 | NS      | $1152000.41   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Linklogis Inc                                                     | Linklogis Inc USD0.00000833 B CLASS                                       | CUSIP: G5571R101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    282387 | NS      | $146391.34    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ICON PLC                                                          | ICON PLC ORD EUR0.06                                                      | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      6410 | NS      | $1245142.50   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanosonics Ltd.                                                   | Nanosonics Ltd. NPV                                                       | CUSIP: Q6499K102<br>LEI: 549300XUBCM70BRANN81 | Long             | EC               | CORP              | AU        |     59208 | NS      | $172072.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bill Com Holdings Inc                                             | Bill Com Holdings Inc COM                                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      2874 | NS      | $313151.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                                        | Kojamo Oyj NPV                                                            | CUSIP: X4543E117<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |       524 | NS      | $7749.45      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Investor AB                                                       | Investor AB SER'A'NPV                                                     | CUSIP: W5R777123<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      1443 | NS      | $26846.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Holdings Inc                                       | Nippon Express Holdings Inc NPV                                           | CUSIP: J53377107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $11421.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IA Financial Corporation                                          | IA Financial Corporation COM NPV                                          | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       255 | NS      | $14928.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust                               | RioCan Real Estate Investment Trust UNIT                                  | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |       651 | NS      | $10159.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                               | Wharf Real Estate Investment Co Ltd HKD0.1                                | CUSIP: G9593A104<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |      4000 | NS      | $23296.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                           | CGI Inc COM NPV SUB VTG SHS CL A                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       581 | NS      | $50080.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Co Ltd.                                     | New World Development Co Ltd. NPV POST CON                                | CUSIP: Y6266R109<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |      3000 | NS      | $8415.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                     | Aroundtown SA EUR0.01                                                     | CUSIP: L0269F109<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | DE        |      2455 | NS      | $5718.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Fabege AB                                                         | Fabege AB NPV                                                             | CUSIP: W7888D199<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |       900 | NS      | $7654.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                                       | Berkeley Group Holdings PLC ORD GBP0.054141                               | CUSIP: G1191G138<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       503 | NS      | $22931.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peets N.V                                                     | JDE Peets N.V EUR0.01                                                     | CUSIP: N44664105<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      1094 | NS      | $31643.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd.                                        | Capitaland Investment Ltd. NPV                                            | CUSIP: Y1091P105<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      4000 | NS      | $11054.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                         | Holmen AB SER'B'NPV                                                       | CUSIP: W4R00P201<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |       744 | NS      | $29570.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce Inc                                           | Lightspeed Commerce Inc SUB VTG SHS                                       | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |       447 | NS      | $6388.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Samhallsbyggnadsbolaget I Norden AB                               | Samhallsbyggnadsbolaget I Norden AB SER'B'NPV                             | CUSIP: W2R93A131<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |      3615 | NS      | $6029.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Investor AB                                                       | Investor AB SER'B'NPV                                                     | CUSIP: W5R777115<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      5175 | NS      | $93672.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                          | Alcon AG CHF0.04                                                          | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1317 | NS      | $90371.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                    | Stellantis N.V COM EUR0.01                                                | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      6781 | NS      | $96360.48     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB (publ)                                                | Kinnevik AB (publ) SER'B'NPV                                              | CUSIP: W5139V646<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |       568 | NS      | $7818.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abrdn PLC                                                         | Abrdn PLC ORD GBP0.1396825396                                             | CUSIP: G0152L102<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |      8459 | NS      | $19222.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                            | Melrose Industries PLC ORD GBP0.076190476                                 | CUSIP: G5973J202<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     28670 | NS      | $46190.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                        | Boliden AB NPV                                                            | CUSIP: W17218194<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       833 | NS      | $31289.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                      | AGR 3.8 06/01/29                                                          | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228273.35    | 0.19%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA7454                                                                 | CUSIP: 3133KPH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    518036 | PA      | $487204.20    | 0.40%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB5220                                                                 | CUSIP: 3140QQYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273491 | PA      | $280706.20    | 0.23%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                         | GOOD 2022-1GS B                                                           | CUSIP: 38237JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453293 | PA      | $333586.63    | 0.28%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB4272                                                                 | CUSIP: 3140QPXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374631 | PA      | $361334.37    | 0.30%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB5166                                                                 | CUSIP: 3140QQW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259634 | PA      | $264059.16    | 0.22%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB5202                                                                 | CUSIP: 3140QQX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199835 | PA      | $205106.27    | 0.17%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 3.55 05/01/27                                                         | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472525.31    | 0.39%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB4208                                                                 | CUSIP: 3140QPVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313144 | PA      | $302038.38    | 0.25%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB4767                                                                 | CUSIP: 3140QQJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501339 | PA      | $495185.42    | 0.41%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB4966                                                                 | CUSIP: 3140QQQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545733 | PA      | $548420.75    | 0.45%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                             | GILD 3.65 03/01/26                                                        | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    392000 | PA      | $378827.23    | 0.31%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baxalta Incorporated                                              | TACHEM 4 06/23/25                                                         | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487515.38    | 0.40%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR QE6510                                                                 | CUSIP: 3133BGGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    293330 | PA      | $282934.66    | 0.23%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 4.685 12/15/44                                                        | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    132000 | PA      | $119100.00    | 0.10%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                           | RKTLN 3 06/26/27 144A                                                     | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $603797.82    | 0.50%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 3.734 12/15/24                                                        | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    274000 | PA      | $267330.40    | 0.22%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                    | Guidestone Fds MONEY MKT INSTL                                            | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   7833514 | NS      | $7833514.24   | 6.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                            | FR RA7714                                                                 | CUSIP: 3133KPSB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312827 | PA      | $301731.99    | 0.25%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB3931                                                                 | CUSIP: 3140QPLM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272795 | PA      | $256587.64    | 0.21%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA PC VAR QTRLY ADJ                                              | SBA 530222                                                                | CUSIP: 8316A0G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163110 | PA      | $177435.98    | 0.15%             | 2032-07-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX ARIZ CIVIC IMPT CORP                                      | AZ PHOWTR 1.84 07/01/2029                                                 | CUSIP: 71883RRT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $533176.42    | 0.44%             | 2029-07-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH                                       | CT CTSHSG 1.2 06/15/2025                                                  | CUSIP: 20775PBF1<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |    400000 | PA      | $365372.60    | 0.30%             | 2025-06-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY                                     | DC DISHSG 1.9 03/01/2029                                                  | CUSIP: 254768VH4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    140000 | PA      | $117981.86    | 0.10%             | 2029-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN CB2797                                                                 | CUSIP: 3140QNDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471119 | PA      | $414922.29    | 0.34%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOMERSET CNTY N J IMPT AUTH                                       | NJ SMSGEN 0.971 04/15/2025                                                | CUSIP: 834666ND7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $484469.69    | 0.40%             | 2025-04-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                                           | NY NYSHSG 1.12 11/01/2025                                                 | CUSIP: 64987JLN9<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    165000 | PA      | $149767.32    | 0.12%             | 2025-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ROWLAND CALIF WTR DIST                                            | CA ROWWTR 2.56 12/01/2036                                                 | CUSIP: 779657BG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $432868.72    | 0.36%             | 2036-12-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                                        | PA PHIDEV 1.93 09/01/2027                                                 | CUSIP: 717868GP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $437101.23    | 0.36%             | 2027-09-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| LANCASTER CALIF PWR AUTH                                          | CA LANPWR 2.56 11/01/2033                                                 | CUSIP: 513793BB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $212837.41    | 0.18%             | 2033-11-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| LANCASTER CALIF PWR AUTH                                          | CA LANPWR 2.68 11/01/2034                                                 | CUSIP: 513793BC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $210541.42    | 0.17%             | 2034-11-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MONTEREY CALIF REGL WASTE MGMT AUTH                               | CA MONPOL 2.31 04/01/2032                                                 | CUSIP: 612414EK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $563176.46    | 0.46%             | 2032-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                     | BMETR 3.65 05/07/30 REGS                                                  | CUSIP: P37466AR3<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $364211.07    | 0.30%             | 2030-05-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DELTONA FLA TRANSN CAP IMPT                                       | FL DLTUTL 1.54 10/01/2029                                                 | CUSIP: 247888DN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201732.39    | 0.17%             | 2029-10-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH                                           | CA CASFIN 4.57 10/01/2052                                                 | CUSIP: 13048VD21<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    500000 | PA      | $420319.40    | 0.35%             | 2052-10-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CARROLL CNTY GA WTR AUTH                                          | GA CRRWTR 1.96 07/01/2029                                                 | CUSIP: 14478EGK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $125115.68    | 0.10%             | 2029-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| SALT LAKE & SANDY UTAH                                            | UT SLKWTR 1.52 07/01/2028                                                 | CUSIP: 795560DS7<br>LEI: 549300WSGSDWQU727366 | Long             | DBT              | MUN               | US        |    200000 | PA      | $168849.65    | 0.14%             | 2028-07-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF PUB FACS FING AUTH                                | CA SDOWTR 2.13 08/01/2029                                                 | CUSIP: 79730CJN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $241734.11    | 0.20%             | 2029-08-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                                    | NY NYCMFH 0.823 05/01/2025                                                | CUSIP: 64972ETY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $136298.03    | 0.11%             | 2025-05-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| NEWARK HIGHER ED FIN CORP TEX                                     | TX NEWEDU 4.62 04/01/2050                                                 | CUSIP: 650348AS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $494622.21    | 0.41%             | 2050-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Monetary Market                                     | FUT. C$ CCY. CME MAR23                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |         5 | NC      | $369600.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COFFEE, SUGAR & COCOA                                    | FUT. ICUS MSCI EMG MAR23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | XX        |        29 | NC      | $1391130.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COFFEE, SUGAR & COCOA                                    | FUT. ICUS MSCI EAF MAR23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | XX        |        32 | NC      | $3119040.00   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                 | FUT. ME S&P CAN MAR23                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         2 | NC      | $345613.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                            | FUT. US 2YR T-NOTE MAR23                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        20 | NC      | $4101562.50   | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                            | FUT. CBT ULT TNOTE MAR23                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -27 | NC      | $-3193593.75  | -2.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                            | FUT. CBT UL T-BONDS MAR23                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        23 | NC      | $3089187.50   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                                 | Northern Inst Fds LIQ ASET PORTF                                          | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     85974 | NS      | $85974.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer