# EDGAR Filing Document

**Accession Number:** 0000934563
**File Stem:** 0001752724-23-041047
**Filing Date:** 2023-2
**Character Count:** 205317
**Document Hash:** c82873f3e28e5ece540c637561fdf562
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041047.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041047

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HC CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000934563
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08918
- **FILM NUMBER:** 23670837

**BUSINESS ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428
- **BUSINESS PHONE:** 610-828-7200

**MAIL ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HC CAPITAL TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 19941222

## Series and Classes Contracts Data

### The International Equity Portfolio (Series ID: S000009381)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000025696 | HC Strategic Shares | HCIEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HC Capital Trust

- **b. Investment Company Act file number:** 811-08918

- **c. CIK number of Registrant:** 0000934563

- **d. LEI of Registrant:** 549300WBB2KZ0XDJW948

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

  - **Street Address 1:** Five Tower Bridge, 300 Barr Harbor

  - **City:** West Conshohocken

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19428

  - **Telephone number:** 610-828-7200

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

- **a. Name of Series:** The International Equity Portfolio

- **b. EDGAR series identifier (if any):** S000009381

- **c. LEI of Series:** X8WIW4NZ8OYEWFQITC04

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $520284945.19

**Total Liabilities:** $814392.84

**Net Assets:** $519470552.35

**Cash Not Reported:** $7007154.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025696 | 6.83%                | 12.79%               | -1.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-333720.63              | $28635527.04                               |
| Month 2  | $507674.37               | $55822846.15                               |
| Month 3  | $211056.79               | $-10684477.42                              |

**Designated Index Information**

- **Index Name:** MSCI EAFE Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                        | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $1687.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                    | MITSUI FUDOSAN CO LTD                              | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     36100 | NS      | $664942.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                                       | EMS CHEMIE HOLDING AG                              | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       761 | NS      | $515346.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                                           | LEG IMMOBILIEN SE                                  | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |     16228 | NS      | $1057064.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO.,LTD.                                                           | DAITO TRUST CONSTRUCTION CO LTD                    | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |      1279 | NS      | $131974.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-5137.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS CORPORATION                                                                         | OLYMPUS OPTICAL CO LTD                             | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     44000 | NS      | $788660.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                            | ARCELORMITTAL                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     27423 | NS      | $721294.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Limited                                                                             | FUJITSU LTD                                        | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |     10900 | NS      | $1463218.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EURAZEO SE                                                                                  | EURAZEO SE                                         | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |      2933 | NS      | $182386.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                                | SHIN ETSU CHEMICAL                                 | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      9300 | NS      | $1149919.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR GROUP LIMITED                                                                     | ENDEAVOUR GROUP LTD AUSTRALIA                      | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |     48346 | NS      | $211275.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-8700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXON Co., Ltd.                                                                             | NEXON COMPANY LTD                                  | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     20600 | NS      | $464999.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE AURIFERE BARRICK                                                                    | BARRICK GOLD CORP                                  | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     72955 | NS      | $1250764.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank, S.A.                                                                             | CAIXABANK                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     62673 | NS      | $246313.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICHARM CORPORATION                                                                        | UNI CHARM CORP                                     | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     46400 | NS      | $1792068.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                         | DEUTSCHE TELEKOM AG                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    128506 | NS      | $2563463.09   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech international S.A.                                                                 | LOGITECH INTERNATIONAL S A                         | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      4844 | NS      | $299003.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYERA CORP.                                                                                | KEYERA CORP                                        | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     56358 | NS      | $1231816.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Prime Realty Investment Corporation                                                   | JAPAN PRIME REALTY INVESTMENT CORP                 | CUSIP: N/A<br>LEI: 353800NJOQJAY1ODEX72       | Long             | EC               | CORP              | JP        |        39 | NS      | $110116.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                                | UNITED OVERSEAS BANK                               | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      6600 | NS      | $151310.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSU GROUP INC.                                                                           | DENTSU GROUP INC                                   | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |      4800 | NS      | $151623.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                  | NATIONAL BANK OF CANADA                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     18402 | NS      | $1240075.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LIMITED                                                                  | ARISTOCRAT LEISURE LTD                             | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     21823 | NS      | $453370.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMSON REUTERS CORPORATION                                                                 | THOMSON REUTERS CORP                               | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     22457 | NS      | $2562201.37   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group N.V.                                                                  | UNIVERSAL MUSIC GROUP NV                           | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     31487 | NS      | $758597.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 EMINI FUTURE MAR23                                                                  | S P 500 EMINI FUTURE MAR23                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $54254.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                                                              | PANASONIC HOLDINGS CORP                            | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |    201500 | NS      | $1705271.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                               | NN GROUP NV                                        | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      5828 | NS      | $238030.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group, Inc.                                                                  | JAPAN EXCHANGE GROUP INC                           | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |     70600 | NS      | $1020907.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                               | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     50883 | NS      | $2236326.27   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO.,LTD.                                                                            | DAIFUKU CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23000 | NS      | $1083219.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                                                  | FORTESCUE METALS GROUP LTD                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     53824 | NS      | $751443.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $-7200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                                      | AGNICO EAGLE MINES LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      3637 | NS      | $189022.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKINTER, S.A.                                                                             | BANKINTER SA                                       | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |     28433 | NS      | $190746.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE NV                      | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     61918 | NS      | $1778704.43   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA | AIR LIQUIDE SA                                     | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     34826 | NS      | $4935099.75   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                                                          | ANGLO AMERICAN PLC                                 | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     46639 | NS      | $1824487.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                                                  | EIFFAGE SA                                         | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      1749 | NS      | $172069.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                     | BANK OF NOVA SCOTIA                                | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     46844 | NS      | $2295487.49   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corporation                                                                          | ITOCHU CORP                                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    100617 | NS      | $3179073.94   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                                    | ALCON INC                                          | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      8475 | NS      | $579241.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADA CO.,LTD.                                                                              | AMADA CO LTD                                       | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |     15300 | NS      | $120562.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corporation                                                                   | FRANCO NEVADA CORP                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7691 | NS      | $1048550.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                                              | LONZA GROUP AG                                     | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      4467 | NS      | $2189525.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corporation                                                    | JAPAN REAL ESTATE INVESTMENT CORP                  | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |        38 | NS      | $167093.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Limited                                                                           | AIA GROUP LTD                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    483480 | NS      | $5376817.94   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $5.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                             | FRAPORT AG                                         | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |      7498 | NS      | $305354.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                                                                  | AIR CANADA                                         | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     30089 | NS      | $430954.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO.,LTD.                                                               | DAIWA HOUSE INDUSTRY CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16050 | NS      | $371711.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LIMITED                                                                                 | SEA LTD ADR                                        | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             |  | CORP              | KY        |     15479 | NS      | $805372.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $3750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                          | COCA COLA EUROPACIFIC PARTNERS PLC                 | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     10781 | NS      | $596404.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC                                            | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    130156 | NS      | $2261612.71   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                                                  | DIAGEO PLC                                         | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     40786 | NS      | $1799367.85   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Investment Corporation                                              | JAPAN METROPOLITAN FUND                            | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |       200 | NS      | $159579.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKLAND CORPORATION LTD                                                                   | STOCKLAND                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     90538 | NS      | $223713.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, INC.                                                               | NIPPON EXPRESS HOLDINGS CO LTD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $160890.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSHIBA CORPORATION                                                                         | TOSHIBA CORP                                       | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |     14700 | NS      | $515653.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                      | AXA                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     47723 | NS      | $1330831.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIA GROUP SA                                                                               | ELIA GROUP SA NV                                   | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |      5470 | NS      | $777480.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $28342.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO LTD.                                                                                   | TOTO                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4700 | NS      | $161179.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Real Estate Investment Trust                                                           | LINK REIT                                          | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             |  | RF                | HK        |     59417 | NS      | $436206.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMA PLC                                                                                 | INFORMA PLC                                        | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |    278038 | NS      | $2082243.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORPORATION                                                                          | KUBOTA CORP                                        | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     39300 | NS      | $544186.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-1325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG REG                                    | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      1212 | NS      | $664213.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                          | ABN AMRO GROUP NV CVA W I                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     57506 | NS      | $795514.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Fudosan Holdings Corporation                                                          | TOKYO FUDOSAN HOLDINGS CORP                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25700 | NS      | $122996.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias de Portugal, S.A.                                                            | EDP ENERGIAS DE PORTUGAL SA                        | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |    384375 | NS      | $1915457.23   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITBREAD PLC                                                                               | WHITBREAD PLC                                      | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      4958 | NS      | $154012.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                                  | ORSTED A S                                         | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |      1937 | NS      | $176057.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                                   | NOKIA OYJ                                          | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    231473 | NS      | $1071992.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                                                        | ASTELLAS PHARMA INC                                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    103600 | NS      | $1584159.43   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LIMITED                                                                           | BHP GROUP LTD                                      | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     85014 | NS      | $2640824.57   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GECINA SA                                                                                   | GECINA                                             | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |      1233 | NS      | $125567.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-6225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY WINE ESTATES LIMITED                                                               | TREASURY WINE ESTATES LTD                          | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |     44996 | NS      | $416856.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-470.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                                                          | CANADIAN TIRE CORP CLASS A                         | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     11085 | NS      | $1158610.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Limited                                                                      | HANG SENG BANK                                     | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |     15506 | NS      | $257870.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $7.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                                                  | L OREAL SA                                         | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     10625 | NS      | $3793668.12   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-23685.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                                  | SKANSKA AB CLASS B                                 | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |     33136 | NS      | $524248.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                                              | STORA ENSO OYJ R SHARES                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |     44232 | NS      | $622539.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                                                    | TOYOTA MOTOR CORP                                  | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    485000 | NS      | $6699150.28   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                                | MG TECHNOLOGIES AG                                 | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      6983 | NS      | $285502.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                        | SHIONOGI COMPANY LTD                               | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     25200 | NS      | $1264801.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH S.A.                                                               | SARTORIUS STEDIM BIOTECH                           | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |       922 | NS      | $298511.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LIMITED                                                                  | SINGAPORE AIRLINES LTD                             | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     58700 | NS      | $242409.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC.                                                                         | CCL INDUSTRIES INC                                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      3259 | NS      | $139238.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                             | NORDEA BANK ABP                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    278699 | NS      | $2984447.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharp Corporation                                                                           | SHARP CORP                                         | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |     13900 | NS      | $100102.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                                                  | FORTUM OYJ                                         | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      7928 | NS      | $131861.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                                                              | KINGFISHER PLC                                     | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    118900 | NS      | $339307.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-2100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN FEB23P                                                                    | S P500 EMINI OPTN FEB23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-3187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Kyoto, Ltd.                                                                     | BANK OF KYOTO LTD                                  | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |      2900 | NS      | $129507.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari N.V.                                                                                | FERRARI NV                                         | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |      1561 | NS      | $334480.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc.                                                                 | CONSTELLATION SOFTWARE INC CANADA                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       835 | NS      | $1303853.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HAKUHODO DY HOLDINGS INCORPORATED                                                           | HAKUHADO DY HOLDINGS INCORPORATED                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11800 | NS      | $119600.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Odakyu Electric Railway Co.,Ltd.                                                            | ODAKYU RAILWAY JPY50 ORD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     89200 | NS      | $1163094.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORPORATION                                                                        | METHANEX CORP                                      | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |     15818 | NS      | $598929.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-7537.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                                   | THALES SA                                          | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      4176 | NS      | $533218.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Company Limited                                                       | NEW WORLD DEVELOPMENT                              | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |    395000 | NS      | $1113388.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDEL SE                                                                                   | WENDEL                                             | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | EC               | CORP              | FR        |      1976 | NS      | $184419.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH LAND COMPANY PUBLIC LIMITED COMPANY(THE)                                            | BRITISH LAND CO PLC                                | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |     20972 | NS      | $100152.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC(THE)                                                                         | THE WEIR GROUP PLC                                 | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |     18373 | NS      | $370640.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-9450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-35842.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corporation                                                               | YOKOGAWA ELECTRIC                                  | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      9100 | NS      | $145980.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROAPI SAS                                                                                 | EUROAPI SASU                                       | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |      1743 | NS      | $25837.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                   | ORION CLASS B NEW                                  | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      3545 | NS      | $194414.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primaris Real Estate Investment Trust                                                       | PRIMARIS REIT                                      | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             |  | CORP              | CA        |      6978 | NS      | $75460.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                                             | ISETAN MITSUKOSHI HLDGS                            | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |     22100 | NS      | $242018.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI & CO., LTD.                                                                          | MITSUI CO                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    131788 | NS      | $3869678.13   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                                       | SCHNEIDER ELECTRIC SA                              | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     34976 | NS      | $4893465.54   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                                     | ABB LTD                                            | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    135931 | NS      | $4126161.68   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI                                  | MEDIOBANCA S P A                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |    187061 | NS      | $1798694.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                                | NUTRIEN LTD                                        | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3339 | NS      | $243802.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                              | MURATA MANUFACTURING CO LTD                        | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     47200 | NS      | $2369711.93   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORPORATION                                                                           | NIDEC CORP                                         | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |     31200 | NS      | $1626099.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                                  | ASAHI BREWERIES LTD                                | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     16500 | NS      | $517935.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES GROUP PLC                                                                   | LAND SECURITIES GROUP PLC                          | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |     26793 | NS      | $201237.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                                     | SSE PLC                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     44660 | NS      | $924141.47    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-1950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OCADO GROUP PLC                                                                             | OCADO GROUP PLC                                    | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |    147046 | NS      | $1096259.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                                    | DAIMLER TRUCK HOLDING AG                           | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      1439 | NS      | $44579.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                                              | COMMERZBANK AG                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     33975 | NS      | $321306.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $12862.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                          | PUBLICIS GROUPE                                    | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      8075 | NS      | $513546.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                              | BNP PARIBAS                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     64169 | NS      | $3657204.44   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST INSURANCE Co.,Ltd.                                                               | JAPAN POST INSURANCE CO LTD                        | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |      8300 | NS      | $146809.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                                                    | NICE SYSTEMS LTD ADR                               | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             |  | CORP              | IL        |     11379 | NS      | $2188181.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW LIMITED                                                                                | PCCW LTD                                           | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |    121391 | NS      | $54746.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROHM COMPANY LIMITED                                                                        | ROHM CO LTD                                        | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |      5600 | NS      | $406706.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                                                | LINDE PLC                                          | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      8324 | NS      | $2721300.84   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| QANTAS AIRWAYS LIMITED                                                                      | QANTAS AIRWAYS LTD                                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     41245 | NS      | $168733.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                                              | ING GROEP NV                                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     14622 | NS      | $178220.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN FEB23P                                                                    | S P500 EMINI OPTN FEB23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-4650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-6700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI                                         | TERNA SPA                                          | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    201736 | NS      | $1489830.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                                    | HONG KONG EXCHANGES CLEARING LTD                   | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     21400 | NS      | $924545.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TORAY INDUSTRIES, INC.                                                                      | TORAY INDUSTRIES INC                               | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |     52600 | NS      | $295268.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain plc                                                                                  | ENTAIN PLC                                         | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |     38064 | NS      | $607991.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                                | DNB BANK ASA                                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     33939 | NS      | $674471.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                                             | UPM KYMMENE OYJ                                    | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |     10204 | NS      | $381481.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                  | TORONTO DOMINION BANK                              | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     19231 | NS      | $1245369.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co., Ltd.                                                                          | NINTENDO CO LTD                                    | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     29200 | NS      | $1231019.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES COMPANY LIMITED                                                       | TECHTRONIC INDUSTRIES CO                           | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     52000 | NS      | $580294.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                                                    | TREND MICRO INC                                    | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      6427 | NS      | $300729.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chiba Bank, Ltd.                                                                        | CHIBA BANK                                         | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     22400 | NS      | $164218.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J SAINSBURY PLC                                                                             | J SAINSBURY PLC                                    | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |    480645 | NS      | $1264732.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLEY LIMITED                                                                              | WORLEY LIMITED                                     | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |     35740 | NS      | $364922.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                                                                  | ZOZO INC                                           | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |      5700 | NS      | $141609.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                                   | ZURICH INSURANCE GROUP AG                          | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      3139 | NS      | $1501925.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON STEEL CORPORATION                                                                    | NIPPON STEEL CORP                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     30800 | NS      | $537978.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME, S.A.                                                                              | AENA SME SA                                        | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      1451 | NS      | $182167.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medacta Group SA                                                                            | MEDACTA GROUP SA                                   | CUSIP: N/A<br>LEI: 506700P2PFU3A3DROC14       | Long             | EC               | CORP              | CH        |      8432 | NS      | $939524.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                                                | COMPAGNIE DE SAINT GOBAIN                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      3697 | NS      | $180631.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                                         | AMADEUS IT GROUP SA                                | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     10177 | NS      | $528826.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                 | QBE INSURANCE GROUP LTD                            | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     55092 | NS      | $503638.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO., LTD.                                                                         | OSAKA GAS CO LTD                                   | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |      8900 | NS      | $144467.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                                                             | MONOTARO CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15700 | NS      | $222183.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Co.,Ltd.                                                                               | OBIC COMPANY LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $355006.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                                                                  | GENMAB A S                                         | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      8761 | NS      | $3709701.25   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORPORATION LIMITED                                                                     | MTR CORP LTD                                       | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |     43000 | NS      | $227809.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER PLC                                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     55598 | NS      | $2810342.01   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM, INC.                                                                                | JD COM INC                                         | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      1657 | NS      | $46748.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                            | PERNOD RICARD                                      | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      8063 | NS      | $1585726.79   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                    | ELECTRICITE DE FRANCE                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |     12117 | NS      | $155625.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                                                         | CNH INDUSTRIAL NV                                  | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     39102 | NS      | $626296.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                                      | SONY GROUP CORP                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     30600 | NS      | $2340123.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                             | ASTRAZENECA PLC                                    | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     53176 | NS      | $7210196.15   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MINI MSCI EAFE INDEX FUTURE MAR23                                                           | MINI MSCI EAFE INDEX FUTURE MAR23                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       237 | NC      | $-443680.67   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKON CORPORATION                                                                           | NIKON CORP                                         | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |     19200 | NS      | $172071.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG LUNG PROPERTIES LIMITED                                                                | HANG LUNG PROPERTIES LTD                           | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |     57000 | NS      | $111443.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                     | MACQUARIE GROUP LTD                                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      7899 | NS      | $897716.29    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     16598 | NS      | $1560736.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                                                                | SARTORIUS AG                                       | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EC               | CORP              | DE        |      2330 | NS      | $921206.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMICORE SA                                                                                  | UMICORE                                            | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     20206 | NS      | $742218.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $14200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                                         | ESSILORLUXOTTICA                                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     18607 | NS      | $3369621.11   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AB Sagax                                                                                    | SAGAX AB                                           | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |      5141 | NS      | $116582.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corporation                                              | PAN PACIFIC INTERNATIONAL HOLD                     | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |     12700 | NS      | $237411.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT SYSTEMES SE                                                                        | DASSAULT SYSTEMES SE                               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     19644 | NS      | $704229.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                 | WESTPAC BANKING CORPORATION                        | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |    224539 | NS      | $3568890.50   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| YAKULT HONSHA CO.,LTD.                                                                      | YAKULT HONSHA CO LTD                               | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |      1700 | NS      | $110897.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp.                                                                          | CI FINANCIAL CORP                                  | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |     30477 | NS      | $304139.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER S.P.A.                                                                              | MONCLER SPA                                        | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      7356 | NS      | $389718.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                                     | ANHEUSER BUSCH INBEV SA NV                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     40660 | NS      | $2448773.65   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL LIMITED                                                                                 | CSL LTD                                            | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      3343 | NS      | $654819.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                                                         | CENOVUS ENERGY INC                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    125033 | NS      | $2426220.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                        | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    432200 | NS      | $2928103.95   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                                                                                | VOLVO CAR AB                                       | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |    162093 | NS      | $736397.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-2925.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                                                                 | PEARSON PLC                                        | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |     16942 | NS      | $192326.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LOTTERY CORPORATION LIMITED                                                             | LOTTERY CORP LTD THE                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    562458 | NS      | $1715231.19   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                                   | SAMPO INSURANCE CO A FREE                          | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      4385 | NS      | $229124.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                                                      | TOKYO ELECTRON LTD                                 | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      8800 | NS      | $2607407.41   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                               | RIO TINTO PLC                                      | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     66751 | NS      | $4677911.11   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                             | IBERDROLA SA                                       | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    235654 | NS      | $2756762.37   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMIN DE FER CANADIEN PACIFIQUE LIMITEE                                                    | CANADIAN PACIFIC RAILWAY LTD                       | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3130 | NS      | $233397.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries, Ltd.                                                             | KAWASAKI HEAVY INDUSTRIES LTD                      | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |      9200 | NS      | $216643.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| argenx SE                                                                                   | ARGENX SE                                          | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |       728 | NS      | $271387.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHS GROUP PLC                                                                            | SMITHS GROUP PLC                                   | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     12142 | NS      | $234595.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                                           | INTERCONTINENTAL HOTELS GROUP PLC                  | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      6566 | NS      | $376497.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TABCORP HOLDINGS LIMITED                                                                    | TABCORP HOLDINGS LTD                               | CUSIP: N/A<br>LEI: 213800OCCFUN67NEY278       | Long             | EC               | CORP              | AU        |    562458 | NS      | $411578.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                                             | KUEHNE NAGEL INTL                                  | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |      5080 | NS      | $1182622.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                                                                | CAPGEMINI SA                                       | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      1044 | NS      | $174257.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-8842.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                                         | RAKUTEN GROUP INC                                  | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |    247200 | NS      | $1122780.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group N.V.                                                                            | IVECO GROUP NA                                     | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |      7820 | NS      | $46518.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LIMITED                                                                       | SWIRE PACIFIC LTD CLASS A                          | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     24000 | NS      | $211249.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKIN INDUSTRIES,LTD.                                                                      | DAIKIN INDUSTRIES JAPANESE ORD                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |     14400 | NS      | $2216735.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                                    | RELX PLC                                           | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     56944 | NS      | $1574780.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                  | BANDAI NAMCO HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     26700 | NS      | $1691691.82   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                                               | HEINEKEN NV                                        | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      5913 | NS      | $556163.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                                                                    | MEDIBANK PRIVATE LTD                               | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               |  | AU        |    104574 | NS      | $209990.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Company                                                                  | WEST JAPAN RAILWAY CO                              | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |      7500 | NS      | $327446.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                                  | ALLIANZ SE                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     10077 | NS      | $2166783.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                            | TOTALENERGIES SE                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     36222 | NS      | $2273760.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $8895.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                                      | CAPITALAND INTEGRATED COMMERCIAL TRUST             | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             |  | RF                | SG        |    175970 | NS      | $268074.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM S.P.A.                                                                                 | SNAM SPA                                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |    110979 | NS      | $537719.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                                     | BRIDGESTONE CORP                                   | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |     15200 | NS      | $543386.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRODA INTERNATIONAL PUBLIC LIMITED COMPANY                                                  | CRODA INTERNATIONAL PLC                            | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      4651 | NS      | $371252.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD.                                                                      | CYBERARK SOFTWARE LTD                              | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       862 | NS      | $111758.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSHIZAKI CORPORATION                                                                       | HOSHIZAKI CORP                                     | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      3600 | NS      | $127709.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                               | FUJI PHOTO FILM CO LTD                             | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     13700 | NS      | $691681.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROPORTS DE PARIS SA                                                                       | AEROPORTS DE PARIS                                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      2427 | NS      | $325220.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-26842.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORPORATION                                                                           | DENSO CORP                                         | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      3000 | NS      | $149428.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD.                                                                                | KOMATSU                                            | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      8145 | NS      | $178517.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOCAN REAL ESTATE INVESTMENT TRUST                                                         | RIOCAN REAL ESTATE INVESTMENT TRUST                | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             |  | CORP              | CA        |     67963 | NS      | $1060760.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                                    | TELE2 AB                                           | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     23507 | NS      | $191813.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                                     | WPP PLC                                            | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     88265 | NS      | $875032.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                          | CREDIT AGRICOLE SA                                 | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     99973 | NS      | $1051924.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $-14612.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN FEB23P                                                                    | S P500 EMINI OPTN FEB23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-2887.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Topicus.com Inc                                                                             | TOPICUS COM INC                                    | CUSIP: 89072T102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1552 | NS      | $81497.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ressources Teck Limitee                                                                     | TECK COMINCO LTD CLASS B                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     18439 | NS      | $696944.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                                        | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     62800 | NS      | $2701137.02   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $-10800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMPLIFON S.P.A.                                                                             | AMPLIFON SPA                                       | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |      3755 | NS      | $111807.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group, Ltd.                                                             | CONCORDIA FINANCIAL GROUP LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    363700 | NS      | $1524424.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Prologis REIT, Inc.                                                                  | NIPPON PROLOGIS REIT INC                           | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |        61 | NS      | $143411.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute, Ltd.                                                             | NOMURA RESEARCH INSTITUTE LTD                      | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     17800 | NS      | $422549.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN ENERGY LIMITED                                                                     | MERIDIAN ENERGY LTD                                | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |     31188 | NS      | $103725.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                                                        | FASTIGHETS AB BALDER                               | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |     98854 | NS      | $459905.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                                   | WOODSIDE ENERGY GROUP LTD                          | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     12737 | NS      | $307266.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LIMITED                                                                | WILMAR INTERNATIONAL LTD                           | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |    457800 | NS      | $1425603.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BUDWEISER BREWING COMPANY APAC LIMITED                                                      | BUDWEISER BREWING CO APAC LTD                      | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |     63400 | NS      | $199419.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ST. JAMES'S PLACE PLC                                                                       | ST JAMES PLACE PLC                                 | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |      9471 | NS      | $125350.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-5.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                            | DEUTSCHE POST AG                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     88039 | NS      | $3314937.09   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAULT SA                                                                                  | RENAULT SA                                         | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |      7261 | NS      | $243051.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARK NEW ZEALAND LIMITED                                                                   | SPARK NEW ZEALAND LTD                              | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |     29780 | NS      | $102067.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP                                                                               | SCENTRE GROUP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | AU        |    205252 | NS      | $402378.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                      | ATLAS COPCO AB                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     90968 | NS      | $1073741.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                                   | NIPPON BUILDING FUND INC                           | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |        35 | NS      | $156835.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                      | SINGAPORE TECH ENGINEERING                         | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    466500 | NS      | $1167033.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                                                 | NESTLE SA                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    107310 | NS      | $12437465.82  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-3075.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co., Ltd.                                                               | DAI NIPPON PRINTING CO LTD                         | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |     13388 | NS      | $270371.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                                   | AIRBUS GROUP SE                                    | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     23149 | NS      | $2750665.70   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JSR Corporation                                                                             | JSR CORPORATION                                    | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |      5554 | NS      | $109539.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA TSUSHO CORPORATION                                                                   | TOYOTA TSUSHO CORPORATION                          | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      6770 | NS      | $252030.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVERN TRENT PLC                                                                            | SEVERN TRENT PLC                                   | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      8382 | NS      | $268579.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                                         | WOLTERS KLUWER NV                                  | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     11488 | NS      | $1202015.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke DSM N.V.                                                                        | KONINKLIJKE DSM NV                                 | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |     15440 | NS      | $1888851.79   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY NZ LIMITED                                                                          | MERCURY NZ LTD                                     | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               |  | NZ        |     38532 | NS      | $135976.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                              | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     43919 | NS      | $3067286.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC                                | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     98505 | NS      | $2465780.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR N.V.                                                                                   | EXOR NV                                            | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |      4144 | NS      | $302931.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PUBLIC LIMITED COMPANY                                                                | BUNZL PLC                                          | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     12788 | NS      | $426452.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORPORATION                                                                     | ASAHI KASEI CORP                                   | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     14600 | NS      | $104743.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                                 | TOKIO MARINE HOLDINGS INC                          | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     29700 | NS      | $639969.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN FEB23P                                                                    | S P500 EMINI OPTN FEB23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-4100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPCOM CO., LTD.                                                                            | CAPCOM CO LTD                                      | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |      4300 | NS      | $137959.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                                                         | POSTE ITALIANE SPA                                 | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |     10481 | NS      | $102373.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                                   | GMO PAYMENT GATEWAY INC                            | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      1900 | NS      | $158116.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                            | DEUTSCHE BANK AG                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |    113622 | NS      | $1287599.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen Aktiebolag (publ)                                                     | L E LUNDBERGFORETAGEN AB                           | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |     19212 | NS      | $818100.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                                         | SOCIETE GENERALE                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    112087 | NS      | $2816810.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                                                      | GFL ENVIRONMENTAL INC SUB VT                       | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |     24142 | NS      | $705670.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-4200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                                                                    | AGC INC                                            | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |      6845 | NS      | $229262.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                                                          | SUNCOR ENERGY INC                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      5745 | NS      | $182263.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN FEB23P                                                                    | S P500 EMINI OPTN FEB23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-4050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-7237.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-REIT                                                                                  | GLP J REIT                                         | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |       142 | NS      | $163729.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                                                        | MARUBENI CORP                                      | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     63300 | NS      | $730829.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                         | ERSTE GROUP BANK AG                                | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     23927 | NS      | $765709.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LIMITED                                                                       | SUNCORP GROUP LTD                                  | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     18427 | NS      | $151020.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUCKLAND INTERNATIONAL AIRPORT LIMITED                                                      | AUCKLAND INTERNATIONAL AIRPORT LIMITED             | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |     58346 | NS      | $289221.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corporation                                                                      | Z HOLDINGS CORP                                    | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     72900 | NS      | $184444.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                      | DBS GROUP HOLDINGS LTD                             | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     57800 | NS      | $1464099.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-7.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-5850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $5842.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                                                 | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     17917 | NS      | $374406.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                          | GALAXY ENTERTAINMENT GROUP LIMITED                 | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     73000 | NS      | $482613.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                         | AJINOMOTO CO INC                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     27300 | NS      | $838639.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                                   | WOODSIDE ENERGY GROUP LTD                          | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     15362 | NS      | $369502.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corporation                                                                      | MITSUBISHI CORP                                    | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     57145 | NS      | $1865203.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                                                               | ASSA ABLOY AB B                                    | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     35074 | NS      | $752323.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                          | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     55707 | NS      | $3093964.64   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                                                 | REPSOL SA                                          | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     17963 | NS      | $285502.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                                                  | SYMRISE AG                                         | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |     10266 | NS      | $1116896.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                   | OTSUKA HOLDINGS CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     32500 | NS      | $1066243.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                                      | SGS SA                                             | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       295 | NS      | $686120.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings, Inc.                                                                          | SBI HOLDINGS INC                                   | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |      5300 | NS      | $101662.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEVA GROUP PLC                                                                             | AVEVA GROUP PLC                                    | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Long             | EC               | CORP              | GB        |      3535 | NS      | $137282.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Limited                                                             | SUNTORY BEVERAGE FOOD LTD                          | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      4600 | NS      | $157750.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                           | SONOVA HOLDING AG REG                              | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       491 | NS      | $116482.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                                             | BRITISH AMERICAN TOBACCO PLC                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     75073 | NS      | $2977639.79   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC CENTURY PREMIUM DEVELOPMENTS LIMITED                                                | PACIFIC CENNTURY PREMIUM DEVE                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     14472 | NS      | $695.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $12525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                                                  | NIPPON TELEGRAPH TELEPHONE CORP                    | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     36400 | NS      | $1043566.53   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen                   | MUENCHENER RUECKVERSICHERUNGS GESELLSCHAFT AG      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      2540 | NS      | $826440.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                                                    | MOWI ASA                                           | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     24244 | NS      | $414283.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LIMITED                                                                        | ISUZU MOTORS LTD                                   | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     21000 | NS      | $247576.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                                                 | BOUYGUES                                           | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      4957 | NS      | $148765.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                             | BAE SYSTEMS                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    121738 | NS      | $1259551.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                          | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1023 | NS      | $606084.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYENCE CORPORATION                                                                         | KEYENCE CORP                                       | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      6500 | NS      | $2547096.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC.                                                                         | SAGE GROUP PLC                                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     33934 | NS      | $305813.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LIMITED                                                                  | ANZ GROUP HOLDINGS LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    193458 | NS      | $3115702.53   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INVESTMENT LIMITED                                                               | CAPITALAND INVESTMENT LTD SINGAPORE                | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     58000 | NS      | $160256.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC.                                                                              | DOLLARAMA INC                                      | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     11192 | NS      | $654671.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA INDUSTRIES CORPORATION                                                               | TOYOTA INDUSTRIES CORP                             | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |     21600 | NS      | $1191769.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                                 | BAYERISCHE MOTOREN WERKE AG                        | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |      1793 | NS      | $160009.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORPORATION                                                                            | HOYA CORP                                          | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     25800 | NS      | $2498010.97   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                                          | VOLVO AB CLASS B                                   | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    117701 | NS      | $2127152.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House, Ltd.                                                                         | SEKISUI HOUSE LTD                                  | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     35552 | NS      | $632225.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LIMITED                                                                           | BHP GROUP LIMITED                                  | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     74353 | NS      | $2309423.17   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                                                | BANK OF IRELAND GROUP PLC                          | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |    332317 | NS      | $3165533.54   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGAL & GENERAL GROUP PLC                                                                   | LEGAL GENERAL GROUP PLC                            | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |    152198 | NS      | $458981.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                                | 3I GROUP PLC                                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     38163 | NS      | $618798.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Ltd                                                                      | THUNGELA RESOURCES LTD                             | CUSIP: N/A<br>LEI: 213800EGYK3BN3SRIF27       | Long             | EC               | CORP              | ZA        |      4663 | NS      | $76933.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co., Ltd.                                                                    | JAPAN AIRLINES CO LTD                              | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      6000 | NS      | $123228.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                               | SAMSUNG ELECTRONICS CO LTD                         | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     18906 | NS      | $826875.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                                                  | HALEON PLC                                         | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    176859 | NS      | $699770.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent,Inc.                                                                             | CYBERAGENT INC                                     | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |    122000 | NS      | $1085932.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Corporation financiere                                                               | INTACT FINANCIAL CORP                              | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      5430 | NS      | $781770.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LIMITED                                                                   | CK ASSET HOLDINGS LIMITED                          | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     98500 | NS      | $606396.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co., Ltd.                                                                   | NIPPON SHINYAKU CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $119707.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                                   | SMARTCENTRES REAL ESTATE INV                       | CUSIP: 83179X108<br>LEI: 549300HKEP2IYWZ14H97 | Long             |  | CORP              | CA        |      7087 | NS      | $140190.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                                                      | SUN LIFE FINANCIAL INC                             | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     52951 | NS      | $2458243.72   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC                                          | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     38300 | NS      | $833452.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group AG                                                                         | SWATCH GROUP AG B SHARES                           | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      1098 | NS      | $312390.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                                                        | LASERTEC CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6000 | NS      | $994284.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                | UBS GROUP AG                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    191523 | NS      | $3564640.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD GROUP PUBLIC LIMITED COMPANY                                                        | ASHTEAD GROUP PLC                                  | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |     17119 | NS      | $976644.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                                     | SIEMENS HEALTHINEERS AG                            | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |      5796 | NS      | $289886.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora SA Compania de Seguros y Reaseguros                               | LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REAS | CUSIP: N/A<br>LEI: 95980079E2NBJT967T79       | Long             | EC               | CORP              | ES        |     28433 | NS      | $31405.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                                     | MANULIFE FINANCIAL CORP                            | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      8370 | NS      | $149309.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                                      | CREDIT SUISSE GROUP                                | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |    115577 | NS      | $345580.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | SKANDIAVISKA ENSKILDA BANKEN CL A FREE             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     51934 | NS      | $597317.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                         | MTU AERO ENGINES AG                                | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |      1793 | NS      | $388030.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corporation                                                                           | TELUS CORP                                         | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     72937 | NS      | $1407773.53   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDRO ONE LIMITED                                                                           | HYDRO ONE LTD                                      | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     12464 | NS      | $333926.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTEST CORPORATION                                                                       | ADVANTEST CORP                                     | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      2200 | NS      | $142173.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                                     | DSV AS                                             | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |      5336 | NS      | $842392.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                                           | NATIONAL GRID PLC                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    137511 | NS      | $1657764.29   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORPORATION                                                                            | ORIX CORP                                          | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     10800 | NS      | $174362.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     66482 | NS      | $1564080.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                                    | ENGIE                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     25532 | NS      | $365851.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC.                                                                                | SHOPIFY INC CLASS A                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     52851 | NS      | $1835223.45   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                                                                           | INPEX CORPORATION                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     39100 | NS      | $415970.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corporation                                                                             | NEC CORP                                           | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     14700 | NS      | $519238.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group, S.A.                                                                  | GAS NATURAL SDG SA                                 | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |     11872 | NS      | $308896.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OMRON Corporation                                                                           | OMRON CORP                                         | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |     10400 | NS      | $507636.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SG HOLDINGS CO.,LTD.                                                                        | SG HOLDINGS CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     21400 | NS      | $298445.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                                                    | NEXT PLC                                           | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      4989 | NS      | $350111.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                      | LINDT SPRUENGLI AG PC                              | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        44 | NS      | $448853.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                       | TAKEDA PHARMACEUTICAL CO LTD                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     25000 | NS      | $783226.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Company Holdings, Incorporated                                         | TOKYO ELECTRIC POWER CO HOLDIN                     | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |     59300 | NS      | $215110.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keio Corporation                                                                            | KEIO TEITO ELECTRIC RAILWAY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     33900 | NS      | $1250388.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                                           | HANNOVER RUECK SE                                  | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      1115 | NS      | $221372.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMERIEUX SA                                                                               | BIOMERIEUX                                         | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      1813 | NS      | $190008.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY                                              | JAMES HARDIE INDUSTRIES PLC                        | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             |  | CORP              | IE        |     16821 | NS      | $302280.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                                                      | RWE AG                                             | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     20979 | NS      | $933852.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                                   | PARTNERS GROUP HOLDING AG                          | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |       441 | NS      | $389667.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS, ACTIVIDADES DE CONSTRUCCION Y SERVICIOS, S.A.                                          | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA     | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      4131 | NS      | $118360.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                                                                      | OMV AG                                             | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |      4792 | NS      | $246698.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE INC.                                                                                    | CAE INC                                            | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     10168 | NS      | $196705.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                     | VEOLIA ENVIRONNEMENT                               | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     15933 | NS      | $409273.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                                                                | ONO PHARMACEUTICAL CO LTD                          | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     11400 | NS      | $267841.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelleron Industries Ltd                                                                   | ACCELLERON INDUSTRIES AG                           | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |      6796 | NS      | $140750.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $16550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                             | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     42196 | NS      | $4353189.96   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                                                        | SOMPO HOLDINGS INC                                 | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     12800 | NS      | $571620.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                         | LVMH MOET HENNESSY LOUIS VUITTON SA                | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      5480 | NS      | $3987768.64   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA SE                                                                                     | PUMA SE                                            | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |      1941 | NS      | $117791.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS LIMITED                                                                              | SANTOS LTD                                         | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |    150128 | NS      | $729649.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen N.V.                                                                                  | ADYEN NV                                           | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       722 | NS      | $995616.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                                                   | APA GROUP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     35958 | NS      | $263367.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                                | GLENCORE PLC                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    387007 | NS      | $2583975.96   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-16300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                                            | BOC HONG KONG HOLDINGS LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     75055 | NS      | $255792.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                                 | SWEDBANK AB                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     32522 | NS      | $552890.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                                             | TELEFONICA SA                                      | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     23525 | NS      | $85230.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                                                                        | AERCAP HOLDINGS NV                                 | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      8728 | NS      | $509016.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Limited                                                              | HONGKONG LAND HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |    335900 | NS      | $1545140.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Real Estate Investment Trust                                                  | FIRST CAPITAL REAL ESTATE                          | CUSIP: 31890B103<br>LEI: 54930042UG2WCIIAQZ39 | Long             |  | CORP              | CA        |     10649 | NS      | $132227.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc.                                                        | RESTAURANT BRANDS INTERNATIONAL INC                | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1726 | NS      | $111645.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baloise Holding AG                                                                          | BALOISE HOLDING AG                                 | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |      1838 | NS      | $283732.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                                                               | GOODMAN GROUP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | AU        |     68557 | NS      | $810132.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-7.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                                 | OVERSEA CHINESE BANKING CORP LTD                   | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     14500 | NS      | $131887.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP                                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    101200 | NS      | $3071013.57   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                                                    | CAPLAND ASCENDAS REIT                              | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             |  | RF                | SG        |    232772 | NS      | $476286.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Iida Group Holdings Co.,Ltd.                                                                | IIDA GROUP HOLDINGS CO LTD                         | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |      8800 | NS      | $134192.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                                  | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |      2933 | NS      | $137290.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                           | COMPAGNIE FINANCIERE RICHEMONT AG                  | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     19821 | NS      | $2570897.77   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                               | VOLKSWAGEN AG PFD                                  | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     12574 | NS      | $1566770.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON N.V.                                                                                  | AEGON NV                                           | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |     73595 | NS      | $373205.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corporation                                                                          | MAKITA CORP ORP                                    | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |     22200 | NS      | $521079.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BENDIGO AND ADELAIDE BANK LIMITED                                                           | BENDIGO AND ADELAIDE BANK LTD                      | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |     82839 | NS      | $553169.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                               | ENBRIDGE INC                                       | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     77385 | NS      | $3024977.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     40107 | NS      | $3856508.35   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LIMITED                                                                  | CANADIAN UTILITIES LTD A                           | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      4454 | NS      | $120578.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis N.V.                                                                             | STELLANTIS NV                                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     87671 | NS      | $1244614.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                         | INTESA SANPAOLO SPA                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    157139 | NS      | $349489.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NIBE Industrier AB                                                                          | NIBE INDUSTRIER AB                                 | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |     50521 | NS      | $470375.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                      | ATLAS COPCO AB                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     59272 | NS      | $631417.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN PLC                                                                                | EXPERIAN PLC                                       | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     30741 | NS      | $1045210.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                                  | SINGAPORE EXCHANGE LTD                             | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     18700 | NS      | $124983.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-9650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL S.C.A.                                                                 | HERMES INTERNATIONAL                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |      2500 | NS      | $3866448.33   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                  | SIEMENS AG                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     30321 | NS      | $4207139.35   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $17050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON PLC                                                                                | FERGUSON PLC                                       | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |       981 | NS      | $123789.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LIMITED                                                                           | RIO TINTO LTD                                      | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     16336 | NS      | $1294465.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                                       | CARL ZEISS MEDITEC AG                              | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |      1341 | NS      | $169218.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                                                | SECURITAS AB B SHS                                 | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     11977 | NS      | $99866.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                                                                  | ENEL SPA                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     47935 | NS      | $258062.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel N.V.                                                                             | AKZO NOBEL N V                                     | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |     29390 | NS      | $1967889.37   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG                                   | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     22333 | NS      | $7018321.61   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-7.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                               | BEIERSDORF AG                                      | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |      1065 | NS      | $122193.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LIMITED                                                                          | WESFARMERS LTD                                     | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     63839 | NS      | $1995023.07   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COMMON RICH RENEWABLE ENERGY INV LTD                                                  | CHINA COMMON RICH RENEWABLE ENERGY INV LTD         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    334000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERSIMMON PUBLIC LIMITED COMPANY                                                            | PERSIMMON PLC                                      | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     43427 | NS      | $638802.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATION CAMECO                                                                          | CAMECO CORP                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     31854 | NS      | $722114.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $10925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITCHIE BROS. AUCTIONEERS INCORPORATED                                                      | RITCHIE BROS AUCTIONEERS                           | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      4162 | NS      | $240441.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                                | DAI ICHI LIFE HOLDINGS INC                         | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     40900 | NS      | $933200.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                          | DEUTSCHE BOERSE AG                                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     22300 | NS      | $3852234.78   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE REIT INVESTMENT CORPORATION                                                     | DAIWA HOUSE REIT INVESTMENT CORP                   | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |        67 | NS      | $149807.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     69317 | NS      | $6268074.46   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PUBLIC LIMITED COMPANY                                                                  | CRH PLC                                            | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     24053 | NS      | $952780.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SS INST TREAS PLUS MM FUN                                                                   | SS INST TREAS PLUS MM FUN                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  17838353 | NS      | $17838352.70  | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIDAS AG                                                                                   | ADIDAS AG                                          | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |     13053 | NS      | $1780691.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN JAN23P                                                                    | S P500 EMINI OPTN JAN23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-6150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED                                                           | JARDINE MATHESON HOLDINGS LIMITED                  | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      9100 | NS      | $463190.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                               | VOLKSWAGEN AG                                      | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      1532 | NS      | $242100.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-1850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                                                                  | ALLEIMA AB                                         | CUSIP: N/A<br>LEI: 529900EBHTYGLA6PGP77       | Long             | EC               | CORP              | SE        |      1283 | NS      | $4726.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                       | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     14148 | NS      | $571009.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PUBLIC LIMITED COMPANY                                                           | PRUDENTIAL PLC                                     | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     59768 | NS      | $814519.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                       | BANCO BILBAO VIZCAYA S A                           | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    678386 | NS      | $4090704.17   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORPORATION                                                           | NIPPON SANSO HLDGS CORP                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |      6300 | NS      | $91989.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT DATA CORPORATION                                                                        | NTT DATA CORP                                      | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |     21100 | NS      | $310663.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-15650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| H&R Real Estate Investment Trust                                                            | H R REAL ESTATE INVESTMENT TRUST                   | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             |  | CORP              | CA        |     27914 | NS      | $249696.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                                            | COCA COLA HBC AG CDI                               | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     13970 | NS      | $333149.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN DEC22P                                                                    | S P500 EMINI OPTN DEC22P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        24 | NC      | $60.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC                                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    212109 | NS      | $1322124.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                                                         | SWISS PRIME SITE AG                                | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |      2637 | NS      | $228640.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                                                                | CARREFOUR SA                                       | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      7205 | NS      | $120607.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                                                                    | M3 INC                                             | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     18100 | NS      | $493536.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS GROUP PLC                                                                           | COMPASS GROUP PLC                                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     68973 | NS      | $1598565.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                                   | AVIVA PLC                                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    221258 | NS      | $1184193.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK FEB23P                                                                     | S P EMINI 3RD WK FEB23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-6900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                                   | BP PLC                                             | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    176340 | NS      | $1012206.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                                                            | NOVO NORDISK A S                                   | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     76550 | NS      | $10338041.35  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                            | CANADIAN NATIONAL RAILWAY CO                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      6749 | NS      | $801823.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                                           | ALGONQUIN POWER UTILITIES                          | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |    166444 | NS      | $1084381.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                                                 | PROSUS NV                                          | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     35844 | NS      | $2472542.38   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                                                    | NICE LTD                                           | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      1765 | NS      | $341927.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd.                                                                                | ALTAGAS LTD                                        | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |      8987 | NS      | $155204.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                                                                | UNIBAIL RODAMCO WESTFIELD                          | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             |  | CORP              | FR        |      7086 | NS      | $368816.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                                       | AUTO TRADER GROUP PLC                              | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     31506 | NS      | $196346.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPOL LIMITED                                                                               | AMPOL LTD                                          | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |     15521 | NS      | $298781.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                                                                    | MAGNA INTERNATIONL                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     36396 | NS      | $2044821.81   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                        | HENKEL KGAA                                        | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |      3464 | NS      | $223377.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                                      | GREAT WEST LIFECO INC                              | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     64358 | NS      | $1487963.81   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                                                   | ASSICURAZIONI GENERALI SPA                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     69888 | NS      | $1242817.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                                    | INFINEON TECHNOLOGIES AG                           | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     82230 | NS      | $2502139.42   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                             | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |    206900 | NS      | $4233543.44   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                           | ADMIRAL GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      5633 | NS      | $145499.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corporation                                                                           | AZBIL CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $98822.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC                                          | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    298341 | NS      | $8387617.74   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                                                                | PEMBINA PIPELINES CORP                             | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      7732 | NS      | $262492.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-277.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S P500 EMINI OPTN FEB23P                                                                    | S P500 EMINI OPTN FEB23P                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-6412.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi, Ltd.                                                                               | HITACHI LTD                                        | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     37100 | NS      | $1891755.07   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED UTILITIES GROUP PLC                                                                  | UNITED UTILITIES GROUP PLC                         | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     10568 | NS      | $126636.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                                                               | WHEATON PRECIOUS METALS CORP                       | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     28308 | NS      | $1106140.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSE Corporation                                                                            | KOSE CORP                                          | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |     12300 | NS      | $1351668.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                           | ASML HOLDING N V                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     12374 | NS      | $6672254.90   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS S.A.                                                                                | TENARIS S A                                        | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     96377 | NS      | $1679830.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| S P EMINI 3RD WK JAN23P                                                                     | S P EMINI 3RD WK JAN23P                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-11750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE DE MONTREAL                                                                          | BANK OF MONTREAL                                   | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | RF                | CA        |     45514 | NS      | $4123760.70   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                                                 | EQUINOR ASA                                        | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    105375 | NS      | $3788701.12   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEX CORPORATION                                                                            | ONEX CORP                                          | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |      1984 | NS      | $95682.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BURBERRY GROUP PLC                                                                          | BURBERRY GROUP PLC                                 | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     44208 | NS      | $1084708.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** HC Capital Trust

**Signature:** Kenneth Schiltz

**Name of Signer:** Kenneth Schiltz

**Title:** Asst. Treasurer