# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001145549-23-018344
**Filing Date:** 2023-3
**Character Count:** 156778
**Document Hash:** 77a4576ceadefc5c08ac9128c98ab5a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018344.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018344

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280
- **IRS NUMBER:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 23766590

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Columbia Global Opportunities Fund (Series ID: S000031367)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000097525 | Columbia Global Opportunities Fund Class A               | IMRFX           |
| C000097527 | Columbia Global Opportunities Fund Class C               | RSSCX           |
| C000097529 | Columbia Global Opportunities Fund Class R               | CSARX           |
| C000097531 | Columbia Global Opportunities Fund Institutional Class   | CSAZX           |
| C000122759 | Columbia Global Opportunities Fund Advisor Class         | CSDRX           |
| C000122760 | Columbia Global Opportunities Fund Institutional 2 Class | CLNRX           |
| C000177154 | Columbia Global Opportunities Fund Institutional 3 Class | CGOYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust II

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Global Opportunities Fund

- **b. EDGAR series identifier (if any):** S000031367

- **c. LEI of Series:** JKEYY58WCBHITQTFIQ96

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $412829890.08

**Total Liabilities:** $32199797.21

**Net Assets:** $380630092.87

**Delayed Delivery Securities:** $20707884.95

**Cash Not Reported:** $807258.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24894.271600000000 | **1-Year:** 0.000000000000 | **5-Year:** 5570.417400000000 | **10-Year:** 10033.186400000000 | **30-Year:** 2356.294400000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 32770.803600000000 | **10-Year:** 25808.014600000000 | **30-Year:** 14.940600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097525 | 6.79%                | -2.66%               | 5.91%                |
| Class ID C000097527 | 6.82%                | -2.82%               | 5.90%                |
| Class ID C000097529 | 6.81%                | -2.79%               | 6.01%                |
| Class ID C000097531 | 6.81%                | -2.72%               | 6.03%                |
| Class ID C000122759 | 6.88%                | -2.71%               | 5.92%                |
| Class ID C000122760 | 6.85%                | -2.69%               | 5.98%                |
| Class ID C000177154 | 6.80%                | -2.71%               | 6.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1811330.48             | $22995948.26                               |
| Month 2  | $1060068.77              | $-12567423.98                              |
| Month 3  | $1072098.36              | $18850445.14                               |

**Designated Index Information**

- **Index Name:** Global Opportunities BM - 0% Hedged

- **Index Identifier:** LGASACWDAN

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NUTANIX INC                                          | Nutanix Inc                                          | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       10069 | NS      | $280623.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                          | NVIDIA Corp                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       11554 | NS      | $2257304.98   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                          | Novartis AG                                          | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        4882 | NS      | $441377.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                          | Northern Star Resources Ltd                          | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      140299 | NS      | $1250138.40   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NK LUKOIL PAO                                        | LUKOIL PJSC                                          | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        2750 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PARADE TECHNOLOGIES LTD                              | Parade Technologies Ltd                              | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | KY        |       32000 | NS      | $989557.87    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                  | KOREA (REPUBLIC OF)                                  | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1709000000 | PA      | $1272991.09   | 0.33%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JD SPORTS FASHION PLC                                | JD Sports Fashion PLC                                | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      466639 | NS      | $940567.93    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                          | NetEase Inc                                          | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       47305 | NS      | $839290.91    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| YANDEX NV                                            | Yandex NV                                            | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |       12272 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan                                             | EURO-OAT MAR 23                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          76 | NC      | $-395283.47   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | EURO-BOBL MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          16 | NC      | $-35388.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | S&P/TSE 60 INDEX MAR 23                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |         -20 | NC      | $-132964.06   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | TOPIX INDEX MAR 23                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |         -25 | NC      | $7582.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | US 10YR NOTE MAR 23                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         284 | NC      | $475425.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                       | Microsoft Corp                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       31659 | NS      | $7845416.79   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRO RIO SA                                         | Petro Rio SA                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       77307 | NS      | $642207.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                        | AIA Group Ltd                                        | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       39400 | NS      | $445521.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                        | KION Group AG                                        | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |        9313 | NS      | $375001.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                        | Koninklijke Ahold Delhaize NV                        | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       40222 | NS      | $1200504.80   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                       | Absa Group Ltd                                       | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |       31493 | NS      | $361927.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                | Muangthai Leasing PCL                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      152700 | NS      | $174812.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KUAISHOU TECHNOLOGY                                  | Kuaishou Technology                                  | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |       24900 | NS      | $219090.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                | JAPAN (GOVERNMENT OF) 20YR #178                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    64000000 | PA      | $424388.50    | 0.11%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EICHER MOTORS LTD                                    | Eicher Motors Ltd                                    | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        8238 | NS      | $329324.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KASPIKZ AO                                           | Kaspi.KZ JSC                                         | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        2558 | NS      | $188041.76    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| SENDAS DISTRIBUIDORA SA                              | Sendas Distribuidora SA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      116655 | NS      | $449954.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIX PRICE GROUP LTD                                  | FIX PRICE GROUP LTD-GDR 144A                         | CUSIP: 000000000<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | VG        |       95918 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WORLDLINE SA                                         | Worldline SA/France                                  | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |        6739 | NS      | $305720.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING KINGSOFT OFFICE SOFTWARE INC                 | Beijing Kingsoft Office Software Inc                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        4022 | NS      | $167901.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       94834 | NS      | $1931768.58   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       15503 | NS      | $2290568.25   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                           | ACADIA Pharmaceuticals Inc                           | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       10214 | NS      | $194372.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Hldg                                        | Acushnet Holdings Corp                               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |        6005 | NS      | $281934.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                            | Adobe Inc                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        5763 | NS      | $2134269.42   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLOGENE THERAPEUTICS INC                            | Allogene Therapeutics Inc                            | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14410 | NS      | $111245.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS                                                 | UMBS  15YR TBA(REG B)                                | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1867559.02   | 0.49%             | 2038-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                            | Apple Inc                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       41758 | NS      | $6025261.82   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED IND TECH INC.                                | Applied Industrial Technologies Inc                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        4558 | NS      | $652751.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WOOD GROUP PLC                                  | John Wood Group PLC                                  | CUSIP: 000000000<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |       68189 | NS      | $119541.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDEN CORP                                          | Kinden Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       22700 | NS      | $260177.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDEE INTERNATIONAL SOFTWARE G                     | Kingdee International Software Group Co Ltd          | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | KY        |       93885 | NS      | $204905.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                   | Kontoor Brands Inc                                   | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       17732 | NS      | $846880.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RSRCH CORP                                       | Lam Research Corp                                    | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        2919 | NS      | $1459791.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                             | Lamb Weston Holdings Inc                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        3334 | NS      | $333033.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKUMA CO LTD                                        | Takuma Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       24300 | NS      | $240705.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP                   | WillScot Mobile Mini Holdings Corp                   | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       18307 | NS      | $887157.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                         | Wingstop Inc                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        2962 | NS      | $469388.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XPONENTIAL FITNESS INC                               | Xponential Fitness Inc                               | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35834 | NS      | $984718.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                           | Zoetis Inc                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       12043 | NS      | $1992996.07   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC BANK BHD                                      | Public Bank Bhd                                      | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |      128700 | NS      | $128110.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                | JAPAN (GOVT OF) #59                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   161650000 | PA      | $1023338.44   | 0.27%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                            | Shell PLC                                            | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       53290 | NS      | $1564476.65   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | SWISS FRANC                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |      532000 | OU      | $7619.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | ISRAELI SHEKEL                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |      555000 | OU      | $212.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | POLISH ZLOTY                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |      790000 | OU      | $4520.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | SWEDISH KRONA                                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |    53778000 | OU      | $-103682.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                          | Discover Financial Services                          | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       15266 | NS      | $1782000.18   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                        | HDFC Bank Ltd                                        | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       19697 | NS      | $1326789.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Fin Grp                                         | Hana Financial Group Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       13326 | NS      | $529405.16    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LIMITED                                   | ICICI Bank Ltd                                       | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       53159 | NS      | $1107301.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | CAN 10YR BOND MAR 23                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |          65 | NC      | $-40036.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALY (REPUBLIC OF)                                  | ITALY 2.35% 9/15/2035 (FTIPS)                        | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      252021 | PA      | $282169.14    | 0.07%             | 2035-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                             | S&P500 EMINI MAR 23                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        -101 | NC      | $-614582.98   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                          | MetLife Inc                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       27240 | NS      | $1989064.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                              | NOV Inc                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       28898 | NS      | $706267.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Balkrishna Indus                                     | Balkrishna Industries Ltd                            | CUSIP: 000000000<br>LEI: 3358006BD9NZGXG1I436 | Long             | EC               | CORP              | IN        |       13697 | NS      | $372892.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE THERAPEUTICS INC                                | Sage Therapeutics Inc                                | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |        8251 | NS      | $365849.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDI CO LTD                                   | Samsung SDI Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |         913 | NS      | $511647.19    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                           | Samsung Electronics Co Ltd                           | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       58730 | NS      | $2925356.20   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDY SPRING BANCORP INC                             | Sandy Spring Bancorp Inc                             | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16147 | NS      | $545768.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                            | Sanofi                                               | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       10076 | NS      | $986687.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS LTD                                           | Santos Ltd                                           | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      199616 | NS      | $1019015.33   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES INC                       | Schnitzer Steel Industries Inc                       | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       18809 | NS      | $636496.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD            | Taiwan Semiconductor Manufacturing Co Ltd            | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        2889 | NS      | $267896.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECH                                          | Tripod Technology Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       66000 | NS      | $218345.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP                            | Unimicron Technology Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       57684 | NS      | $265576.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                   | Vodafone Group PLC                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     1142714 | NS      | $1318479.93   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                   | Voya Financial Inc                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        8966 | NS      | $625557.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                               | Yara International ASA                               | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       10111 | NS      | $449245.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA PEOPLES REPUBLIC OF (GOVERNM                   | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $730731.94    | 0.19%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD          | Inner Mongolia Yili Industrial Group Co Ltd          | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |      102600 | NS      | $495736.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DETSKIY MIR PAO                                      | Detsky Mir PJSC                                      | CUSIP: 000000000<br>LEI: 25340094SFG83VJ0YP24 | Long             | EC               | CORP              | RU        |      290936 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                      | BELGIUM (KINGDOM OF)                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      550000 | PA      | $520942.02    | 0.14%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                | AUSTRIA (REPUBLIC OF)                                | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1787000 | PA      | $1817071.14   | 0.48%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEWPARK RES INC                                      | Newpark Resources Inc                                | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      143347 | NS      | $650795.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORP                                           | Denso Corp                                           | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |       10900 | NS      | $588662.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX CORP                                            | ORIX Corp                                            | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       50600 | NS      | $889699.26    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UCHIDA YOKO CO LTD                                   | Uchida Yoko Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        7200 | NS      | $261596.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | KW        |  -213626000 | OU      | $-10315.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREST NICHOLSON HOLDINGS PLC                         | Crest Nicholson Holdings plc                         | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |       59825 | NS      | $180018.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR INC                                          | Popular Inc                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       10281 | NS      | $705687.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                  | Procter & Gamble Co/The                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       20647 | NS      | $2939719.86   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ROUND ONE                                            | Round One Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      157200 | NS      | $579218.58    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                | JAPAN (GOVT OF) #60                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    78600000 | PA      | $521468.99    | 0.14%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                             | CAN 10YR BOND MAR 23                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |          46 | NC      | $47407.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC                           | ASCENT RESOURCES - SERIES B UNITS                    | CUSIP: 000000000<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | EC               | CORP              | US        |      195286 | NS      | $43744.06     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANK BTPN SYARIAH TBK PT                             | Bank Tabungan Pensiunan Nasional Syariah Tbk PT      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     1433200 | NS      | $245092.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KWEICHOW MOUTAI CO LTD                               | Kweichow Moutai Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        1100 | NS      | $301587.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL PLC                                   | Liberty Global PLC                                   | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |       50756 | NS      | $1134396.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                               | Trane Technologies PLC                               | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        8937 | NS      | $1600795.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                                  | TE Connectivity Ltd                                  | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       12126 | NS      | $1541820.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | XX        |     -541000 | OU      | $-11821.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP INC                                               | XP Inc                                               | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |        7411 | NS      | $132064.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV           | Grupo Aeroportuario del Pacifico SAB de CV           | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       12410 | NS      | $213745.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | US DOLLARS                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | NO        |    -5318000 | OU      | $6023.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        | -1012500000 | OU      | $44045.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | DANISH KRONA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | DK        |     3459000 | OU      | $4128.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                      | Hanover Insurance Group Inc/The                      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        3417 | NS      | $459859.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |        1459 | NS      | $226611.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY THE                                  | Hershey Co/The                                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        7910 | NS      | $1776586.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                        | Hilton Worldwide Holdings Inc                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       12201 | NS      | $1770243.09   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                   | Hong Kong Exchanges & Clearing Ltd                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        3600 | NS      | $161919.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                     | Roche Holding AG                                     | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        2937 | NS      | $916844.48    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        7904 | NS      | $2562239.68   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                                   | Hostess Brands Inc                                   | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10929 | NS      | $252787.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                   | Houlihan Lokey Inc                                   | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        5944 | NS      | $588872.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                         | SK Hynix Inc                                         | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        7167 | NS      | $518488.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | SINGAPORE DOLLAR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SG        |      998000 | OU      | $5095.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORE LABORATORIES NV                                 | Core Laboratories NV                                 | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |        4470 | NS      | $114432.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI HOME SHOPPING NETWORK CO                     | Hyundai Home Shopping Network Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        5002 | NS      | $227799.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA INC                                              | IAA Inc                                              | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |        3828 | NS      | $159742.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF Intnl                                            | ICF International Inc                                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        4365 | NS      | $446059.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                              | Meituan Dianping                                     | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |       55850 | NS      | $1248575.82   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| OZON HOLDINGS PLC                                    | Ozon Holdings PLC                                    | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               | CORP              | CY        |       12674 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                         | Takeda Pharmaceutical Co Ltd                         | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       48951 | NS      | $1538891.98   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                         | Techtronic Industries Co Ltd                         | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       11000 | NS      | $141809.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TII .375 07/15/2027 (TIPS)                        | CUSIP: 9128282L3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2106696 | PA      | $2016444.49   | 0.53%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PAREX RESOURCES INC                                  | Parex Resources Inc                                  | CUSIP: 000000000<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |       20935 | NS      | $356377.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA DEVELOPMENT BANK                               | CHINA DEVELOPMENT BANK                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     2300000 | PA      | $337315.54    | 0.09%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                   | Midea Group Co Ltd                                   | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |       55600 | NS      | $456286.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AU SMALL FINANCE BANK LTD                            | AU Small Finance Bank Ltd                            | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |       33839 | NS      | $257261.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAFANG ELECTRIC SUZHOU CO LTD                        | Bafang Electric Suzhou Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       10275 | NS      | $181720.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI BIOLOGICS (CAYMAN) INC                          | Wuxi Biologics Cayman Inc                            | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |       23500 | NS      | $196234.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RNT CAR                                     | Localiza Rent a Car SA                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |         249 | NS      | $832.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP LTD                                          | TP Icap Group PLC                                    | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | GB        |      377558 | NS      | $822024.23    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | RUSSELL 2000 EMINI CME MAR 23                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          -8 | NC      | $-51099.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered                                   | US DOLLARS                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | CN        |    -3019000 | OU      | $-12423.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                   | US DOLLARS                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | TW        |   -18405000 | OU      | $-11383.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                   | CHINESE YUAN RENMINBI                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | CN        |    53184000 | OU      | $218853.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                 | UMBS  15YR TBA(REG B)                                | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1918298.48   | 0.50%             | 2038-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                 | UMBS  30YR TBA(REG A)                                | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1725000 | PA      | $1566785.16   | 0.41%             | 2053-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                 | UMBS  30YR TBA(REG A)                                | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1950000 | PA      | $1828617.32   | 0.48%             | 2053-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMANO CORP                                           | Amano Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       22400 | NS      | $409830.19    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                       | Amazon.com Inc                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       47002 | NS      | $4847316.26   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                   | Ameren Corp                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       23118 | NS      | $2008260.66   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                              | DCC PLC                                              | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       13896 | NS      | $791488.04    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                 | American Electric Power Co Inc                       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       22698 | NS      | $2132704.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                | American Homes 4 Rent                                | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       17174 | NS      | $588896.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSELL LTD                                           | Ansell Ltd                                           | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |       28408 | NS      | $567749.84    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Anthem Inc                                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        3342 | NS      | $1670966.58   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                          | Cameco Corp                                          | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       37230 | NS      | $1042812.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                                | Carriage Services Inc                                | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28192 | NS      | $913984.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYST INC                               | Casella Waste Systems Inc                            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        1888 | NS      | $151266.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                               | DBS Group Holdings Ltd                               | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       19600 | NS      | $536574.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS INC                                | Delta Electronics Inc                                | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       21000 | NS      | $203646.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMO INC                                             | Domo Inc                                             | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       16811 | NS      | $260738.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                                     | MercadoLibre Inc                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         552 | NS      | $652292.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                       | Merck & Co Inc                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       22043 | NS      | $2367638.63   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WAL MART DE MEXICO SAB DE CV                         | Wal-Mart de Mexico SAB de CV                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      112527 | NS      | $439518.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                          | Walmart Inc                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       16735 | NS      | $2407664.45   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| YOUNGONE CORP                                        | Youngone Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       15176 | NS      | $539705.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIP HEALTHCARE HOLDINGS INC                         | Ship Healthcare Holdings Inc                         | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |       37900 | NS      | $735913.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RNT CAR                                     | Localiza Rent a Car SA                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       57093 | NS      | $666045.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG BIOLOGICS CO LTD                             | Samsung Biologics Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         310 | NS      | $200160.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYCURRENT CONSULTING INC                            | BayCurrent Consulting Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       25700 | NS      | $1092495.99   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                     | ABN AMRO Group NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       47920 | NS      | $795354.68    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERMEDIATE CAPITAL GROUP                           | Intermediate Capital Group PLC                       | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |       17894 | NS      | $307909.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | CZECH KORUNA                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |     3000000 | OU      | $6119.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | EURO COUNTRIES                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    22115572 | OU      | $487736.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                                               | JBS SA                                               | CUSIP: 000000000<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |       67238 | NS      | $266763.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JUST GROUP PLC                                       | Just Group PLC                                       | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |      236417 | NS      | $239148.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHEJIANG SANHUA CO LTD                               | Zhejiang Sanhua Intelligent Controls Co Ltd          | CUSIP: 000000000<br>LEI: 8368003UTQ4F88XERZ23 | Long             | EC               | CORP              | CN        |       38100 | NS      | $144904.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING ORIENTAL YUHONG WATERPROOF TECHNOLOGY CO LTD | Beijing Oriental Yuhong Waterproof Technology Co Ltd | CUSIP: 000000000<br>LEI: 300300XMIXB7STDZWT60 | Long             | EC               | CORP              | CN        |       37500 | NS      | $206632.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SONGCHENG PERFORMANCE DEVELOPMENT CO LTD             | Songcheng Performance Development Co Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      192100 | NS      | $414683.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                  | Samhallsbyggnadsbolaget i Norden AB                  | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |      273791 | NS      | $500186.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                     | ASR Nederland NV                                     | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       15330 | NS      | $725592.19    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TCS GROUP HOLDING PLC                                | TCS Group Holding PLC                                | CUSIP: 000000000<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |        4834 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LANDIS+GYR GROUP AG                                  | Landis+Gyr Group AG                                  | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |        8080 | NS      | $595267.43    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SILERGY CORP                                         | Silergy Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8000 | NS      | $162795.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD      | Shenzhen Mindray Bio-Medical Electronics Co Ltd      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       11900 | NS      | $588338.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD               | Contemporary Amperex Technology Co Ltd               | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        3600 | NS      | $249716.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOLAMANDALAM INVESTMENT AND FINANCE CO LTD          | Cholamandalam Investment and Finance Co Ltd          | CUSIP: 000000000<br>LEI: 3358008DNPV45O4EII52 | Long             | EC               | CORP              | IN        |       51330 | NS      | $444894.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                            | Prosus NV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       12676 | NS      | $1023526.95   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                | AUSTRIA (REPUBLIC OF)                                | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1193000 | PA      | $1071164.93   | 0.28%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                             | LONG GILT MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          89 | NC      | $-36867.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL LTD                                  | BURFORD CAPITAL LTD                                  | CUSIP: G17977110<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |       56738 | NS      | $518017.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                     | Novo Nordisk A/S                                     | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        7716 | NS      | $1067816.29   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                            | Paddy Power Betfair PLC                              | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        8242 | NS      | $1280254.82   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| PALADIN ENERGY LTD                                   | Paladin Energy Ltd                                   | CUSIP: 000000000<br>LEI: 549300M44UTJAP8J6B37 | Long             | EC               | CORP              | AU        |      588448 | NS      | $358851.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                               | Palo Alto Networks Inc                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        8334 | NS      | $1322105.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PAN AMERICAN SILVER CORP                             | Pan American Silver Corp                             | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       12497 | NS      | $227820.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                          | Parker-Hannifin Corp                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        5000 | NS      | $1630000.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                    | Patterson Cos Inc                                    | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       24068 | NS      | $726612.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PINDUODUO INC                                        | Pinduoduo Inc                                        | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        7233 | NS      | $708689.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                                     | Primo Water Corp                                     | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       62932 | NS      | $984885.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP                                        | Teradata Corp                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       14294 | NS      | $498574.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                            | Tesla Inc                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        5315 | NS      | $920664.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PCL                                     | Kasikornbank PCL                                     | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |       82500 | NS      | $363861.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                     | Venture Corp Ltd                                     | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       74700 | NS      | $1054865.72   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                 | Vermilion Energy Inc                                 | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |       10431 | NS      | $160011.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARM INC                                     | Vertex Pharmaceuticals Inc                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        3514 | NS      | $1135373.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                  | Virtu Financial Inc                                  | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       26350 | NS      | $508818.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STILLFRONT GROUP AB (PUBL)                           | Stillfront Group AB                                  | CUSIP: 000000000<br>LEI: 529900SYKCO4GYBTIJ54 | Long             | EC               | CORP              | SE        |       88869 | NS      | $155104.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |    -9317000 | OU      | $-133450.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    -3500000 | OU      | $16738.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |     -170000 | OU      | $-1273.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ID        | -6395956000 | OU      | $-17040.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DINO POLSKA SA                                       | Dino Polska SA                                       | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |        3322 | NS      | $300955.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | VIX US 02/15/23 C25                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         144 | NC      | $5904.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Cameco Corp                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |        -123 | NC      | $-6826.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | NEW ZEALAND DOLLAR                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |     1574000 | OU      | $17161.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | SWEDISH KRONA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |    12380000 | OU      | $1124.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | US 10YR NOTE MAR 23                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          14 | NC      | $-2651.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | EURO BUXL 30YR BOND MAR 23                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           2 | NC      | $-36387.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS                                                  | AUSTRALIA DOLLAR                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |     4761000 | OU      | $166535.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | AUST 10YR BOND MAR 23                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |         183 | NC      | $-230089.95   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | ICE: (CDX.NA.HY.39.V1)                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -6148000 | OU      | $164792.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                         | QUALCOMM Inc                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        8903 | NS      | $1185968.63   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC COM                                       | Qualys Inc                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        2382 | NS      | $274787.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                    | Raytheon Technologies Corp                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       18418 | NS      | $1839037.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                         | Ritchie Bros Auctioneers Inc                         | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        7755 | NS      | $468944.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORP                                          | Rogers Corp                                          | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        1569 | NS      | $219016.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                       | S&P Global Inc                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        4534 | NS      | $1699977.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTERNATIONAL GROUP HOL                     | Shenzhou International Group Holdings Ltd            | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |       17900 | NS      | $225425.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                 | NEW ZEALAND DOLLAR                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | NZ        |     1787000 | OU      | $11791.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |    -8211000 | OU      | $794.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOXIMITY INC                                         | Doximity Inc                                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4649 | NS      | $163970.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                              | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       79528 | NS      | $867086.44    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| EIFFAGE SA                                           | Eiffage SA                                           | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       12406 | NS      | $1325091.82   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                  | Electronic Arts Inc                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       12714 | NS      | $1636037.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                        | Empire State Realty Trust Inc                        | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       53374 | NS      | $445139.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                                        | Envestnet Inc                                        | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |        4946 | NS      | $321490.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO.                               | West Fraser Timber Co Ltd                            | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |        3788 | NS      | $329362.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                  | Exact Sciences Corp                                  | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        6089 | NS      | $411129.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC.                                  | FTI Consulting Inc                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |        3401 | NS      | $542527.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FUBON FINANCIAL HOLDING CO LTD                       | Fubon Financial Holding Co Ltd                       | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |      521840 | NS      | $1051029.75   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FULL TRUCK ALLIANCE CO LTD                           | Full Truck Alliance Co Ltd                           | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       31922 | NS      | $256972.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                               | Gildan Activewear Inc                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        8959 | NS      | $280685.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                | Eli Lilly & Co                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        6300 | NS      | $2168145.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON                                           | LivePerson Inc                                       | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       19453 | NS      | $250554.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                                          | Livent Corp                                          | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       36156 | NS      | $937163.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |    -8704000 | OU      | $985.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TW        |  -102206000 | OU      | $-36142.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                  | Shift4 Payments Inc                                  | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6298 | NS      | $403323.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPRITE HOLDINGS LTD                                | Shoprite Holdings Ltd                                | CUSIP: 000000000<br>LEI: 529900Q4O1EYP6NH5150 | Long             | EC               | CORP              | ZA        |       19651 | NS      | $272031.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | AUSTRALIA DOLLAR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |     1085000 | OU      | $15015.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | SWISS FRANC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |      577000 | OU      | $9955.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOAST INC                                            | Toast Inc                                            | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        3971 | NS      | $88593.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                     | TOTAL SA                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       13017 | NS      | $804721.28    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                            | Union Pacific Corp                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        8878 | NS      | $1812798.82   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                               | US TII .50 01/15/2028 (TIPS)                         | CUSIP: 9128283R9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1995072 | PA      | $1909732.68   | 0.50%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                      | UPM-Kymmene OYJ                                      | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       31729 | NS      | $1150056.74   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| USS CO LTD                                           | USS Co Ltd                                           | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |       22200 | NS      | $365149.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UTZ BRANDS INC                                       | Utz Brands Inc                                       | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19680 | NS      | $327868.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VALUECOMMERCE CO LTD                                 | ValueCommerce Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9800 | NS      | $134459.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SALMAR ASA                                           | Salmar ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       10406 | NS      | $483875.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                   | SPAIN (KINGDOM OF)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      472000 | PA      | $590593.31    | 0.16%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | MEXICO (UNITED MEXICAN STATES)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    12500000 | PA      | $628058.04    | 0.17%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                       | UK TREASURY                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      612297 | PA      | $694939.01    | 0.18%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                | AUSTRIA (REPUBLIC OF)                                | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $414001.47    | 0.11%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMASTEN FASTIGHETS AB (PUBL)                         | Amasten Fastighets AB                                | CUSIP: 000000000<br>LEI: 213800QBPS3L89U9TZ44 | Long             | EC               | CORP              | SE        |       27379 | NS      | $51183.96     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                 | FRANCE (GOVT OF)                                     | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      644000 | PA      | $722826.22    | 0.19%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                       | UK .25% 03/22/2052 (FTIPS)                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      244245 | PA      | $296068.43    | 0.08%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                   | SPAIN (KINGDOM OF)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      606000 | PA      | $553529.99    | 0.15%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                            | Alibaba Group Holding Ltd                            | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       27500 | NS      | $378088.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORPORATION                                   | ITOCHU Corp                                          | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       41100 | NS      | $1328427.49   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTRON AG                                           | S&T AG                                               | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |       19185 | NS      | $389854.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                           | JD.com Inc                                           | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       12373 | NS      | $367396.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                             | NETHERLANDS (KINGDOM OF)                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     1035000 | PA      | $913255.47    | 0.24%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA (PEOPLES REPUBLIC OF)                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30220000 | PA      | $4571812.26   | 1.20%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                   | SPAIN (KINGDOM OF)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      736000 | PA      | $670806.53    | 0.18%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                         | Alimentation Couche-Tard Inc                         | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       25854 | NS      | $1180631.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                         | WH Group Ltd                                         | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      495546 | NS      | $305189.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                               | CHINA DEVELOPMENT BANK                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2525500.09   | 0.66%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CHINA TOURISM GROUP DUTY FREE CORP LTD               | China International Travel Service Corp Ltd          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       19600 | NS      | $620608.52    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | US 5YR NOTE MAR 23                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         124 | NC      | $164433.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AFYA LTD                                             | Afya Ltd                                             | CUSIP: G01125106<br>LEI: 54930008Y7J8Z1BSDT57 | Long             | EC               | CORP              | KY        |       11220 | NS      | $171441.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                        | Clarivate PLC                                        | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |       17527 | NS      | $194900.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | BRITISH POUND                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |      565000 | OU      | $10515.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | EURO-BUND MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          15 | NC      | $-74160.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NCINO OPCO INC                                       | nCino Inc                                            | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |       14848 | NS      | $424652.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                            | Nestle SA                                            | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        5759 | NS      | $702650.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                            | Capitec Bank Holdings Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |        2924 | NS      | $302009.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                         | Prologis Inc                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       13611 | NS      | $1759630.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARECARE INC                                        | Sharecare Inc                                        | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      169987 | NS      | $431766.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                           | Axalta Coating Systems Ltd                           | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |        9517 | NS      | $286461.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                     | Essent Group Ltd                                     | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       12236 | NS      | $538751.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                             | Jazz Pharmaceuticals PLC                             | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        5701 | NS      | $893118.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT LTD                                         | Quotient Ltd                                         | CUSIP: G73268149<br>LEI: 549300BOTHGGT8D81659 | Long             | EC               | CORP              | JE        |         810 | NS      | $59.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | MALAYSIAN RINGGIT                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | MY        |     1435000 | OU      | $12494.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | NORWAY KRONA                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | NO        |      989803 | OU      | $-1121.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | EURO COUNTRIES                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | XX        |     4054000 | OU      | $36199.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | JAPANESE YEN                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |    33544000 | OU      | $-1406.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                  | DANISH KRONA                                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | DK        |     1441000 | OU      | $4175.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                  | BRITISH POUND                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |     2442000 | OU      | $34036.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                       | Mitsubishi UFJ Financial Group Inc                   | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      139000 | NS      | $1018158.53   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MOELIS & CO                                          | Moelis & Co                                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       21284 | NS      | $995027.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JUSTSYSTEMS CORP                                     | Justsystems Corp                                     | CUSIP: 000000000<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |        7200 | NS      | $179314.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       22870 | NS      | $2225937.10   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO HOSPITALS                                     | Apollo Hospitals Enterprise Ltd                      | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |       10093 | NS      | $526702.13    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NKARTA INC                                           | Nkarta Inc                                           | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14078 | NS      | $75035.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | SWEDISH KRONA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |     2658000 | OU      | $-6305.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                  | CANADIAN DOLLAR                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |    12553000 | OU      | $262082.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                  | NEW ZEALAND DOLLAR                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |     6109000 | OU      | $40068.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | US LONG BOND MAR 23                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          37 | NC      | $169020.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | US ULTRA 10YR NOTE MAR 23                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          32 | NC      | $76545.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | US ULTRA 10YR NOTE MAR 23                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          39 | NC      | $-4343.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | US ULTRA T-BOND MAR 23                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          50 | NC      | $385825.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | ICE: (CDX.NA.IG.39.V1)                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -13275000 | OU      | $163693.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | ICE: (ITRAXX.EUR.38.V1)                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -9550000 | OU      | $94958.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       72674 | NS      | $2578473.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                 | Bank Rakyat Indonesia Persero Tbk PT                 | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |     3364842 | NS      | $1031889.16   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM BM                                     | Bank Hapoalim BM                                     | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       85287 | NS      | $767630.69    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                       | Beacon Roofing Supply Inc                            | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        5028 | NS      | $285992.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                         | BioMarin Pharmaceutical Inc                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        8877 | NS      | $1023961.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                               | Boston Scientific Corp                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       36619 | NS      | $1693628.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMER TOBACCO PLC                             | British American Tobacco PLC                         | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       38704 | NS      | $1483672.31   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                           | Brixmor Property Group Inc                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       26876 | NS      | $632392.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        4327 | NS      | $2531338.27   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                      | BELGIUM (KINGDOM OF)                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1355000 | PA      | $1769656.80   | 0.46%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diversified Energy Co PLC                            | Diversified Gas & Oil PLC                            | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |      232161 | NS      | $317566.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ADYEN N.V.                                           | Adyen NV                                             | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         245 | NS      | $370417.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                             | NETHERLANDS (KINGDOM OF)                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     2540000 | PA      | $2580018.28   | 0.68%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                         | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       70251 | NS      | $1017252.88   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL SA                                 | Banco BTG Pactual SA                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       53160 | NS      | $226199.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA       | ACS Actividades de Construccion y Servicios SA       | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        6954 | NS      | $205794.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                 | UMBS  30YR TBA(REG A)                                | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1500000 | PA      | $1481250.00   | 0.39%             | 2053-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                 | UMBS  30YR TBA(REG A)                                | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4800000 | PA      | $4817624.98   | 1.27%             | 2053-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                         | Alphabet Inc                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       53353 | NS      | $5328364.11   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMARIN CORPORATION PLC                               | Amarin Corp PLC                                      | CUSIP: 023111206<br>LEI: 5493009JFIGUFEVPK217 | Long             | EC               | CORP              | GB        |        7847 | NS      | $14595.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MAT INC                                      | Applied Materials Inc                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        7541 | NS      | $840746.09    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIS WATER SOLUTIONS INC                             | Aris Water Solution Inc                              | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19437 | NS      | $301079.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                      | AstraZeneca PLC                                      | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       32818 | NS      | $2145312.66   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK. PT.                         | Astra International Tbk PT                           | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |      963300 | NS      | $387007.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AVISTA CORP                                          | Avista Corp                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       25097 | NS      | $1001370.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                           | Cigna Corp                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        4874 | NS      | $1543449.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                        | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |         700 | NS      | $552916.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DUERR AG                                             | Duerr AG                                             | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |       12178 | NS      | $464638.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO FINANCIERO BANORTE SAB DE CV                   | Grupo Financiero Banorte SAB de CV                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       80672 | NS      | $668321.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                             | Lyft Inc                                             | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |        9620 | NS      | $156325.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP             | Madison Square Garden Entertainment Corp             | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8697 | NS      | $454766.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAHINDRA AND MAHINDRA LTD                            | Mahindra & Mahindra Ltd                              | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       17015 | NS      | $287614.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanex Building                                      | Quanex Building Products Corp                        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       31663 | NS      | $819755.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTERIX CORP                                       | Quanterix Corp                                       | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22293 | NS      | $315000.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RANPAK HOLDINGS CORP                                 | Ranpak Holdings Corp                                 | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       47126 | NS      | $360985.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                           | Rapid7 Inc                                           | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |        2715 | NS      | $108247.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIS CORP.                                          | Regis Corp                                           | CUSIP: 758932107<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |      101955 | NS      | $167206.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | Tencent Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       52000 | NS      | $2533903.81   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       69108 | NS      | $1475137.32   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                | JAPAN (GOVT OF) #54                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363100000 | PA      | $2389755.57   | 0.63%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HSBC                                                 | SINGAPORE DOLLAR                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SG        |      312000 | OU      | $7496.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECH LTD.                       | Check Point Software Technologies Ltd                | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       10023 | NS      | $1274925.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |    -2959000 | OU      | $-17230.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | XX        |     -119000 | OU      | $570.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                     | Exxon Mobil Corp                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       28834 | NS      | $3345032.34   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                         | Impala Platinum Holdings Ltd                         | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |       26182 | NS      | $303602.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INSMED                                               | Insmed Inc                                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       13343 | NS      | $287274.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                      | Installed Building Products Inc                      | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        3311 | NS      | $364507.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LATHAM GROUP INC                                     | Latham Group Inc                                     | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       74391 | NS      | $327320.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                              | Reliance Industries Ltd                              | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       19563 | NS      | $564341.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRO-MECHANICS CO LTD                     | Samsung Electro-Mechanics Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2836 | NS      | $331224.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                | Republic Services Inc                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       11670 | NS      | $1456649.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                             | REVOLUTION Medicines Inc                             | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       10717 | NS      | $286572.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                           | Stanley Black & Decker Inc                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        2829 | NS      | $252657.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD            | Taiwan Semiconductor Manufacturing Co Ltd            | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      180530 | NS      | $3185776.30   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG LTD                                           | BW LPG Ltd                                           | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | BM        |       19970 | NS      | $165277.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                 | US DOLLARS                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MX        |    -6997000 | OU      | $-21245.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                 | JAPANESE YEN                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |  2647300365 | OU      | $824161.75    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                 | THAI BAHT                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TH        |    10747000 | OU      | $16002.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | EURO-BTP (ITALY GOVT) MAR 23                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          29 | NC      | $-90562.87    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | JPN 10YR BOND (OSE) MAR 23                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |           6 | NC      | $-58857.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT SA                                           | Globant SA                                           | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |        1422 | NS      | $230619.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |  -106959000 | OU      | $-824.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | GNMA2 30YR TBA(REG C)                                | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3700000 | PA      | $3498156.79   | 0.92%             | 2053-02-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | US DOLLARS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | KW        | -1633303000 | OU      | $-11921.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | GNMA2 30YR TBA(REG C)                                | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2280000 | PA      | $2213381.25   | 0.58%             | 2053-02-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUPANG INC                                          | Coupang Inc                                          | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       17030 | NS      | $287636.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF         | Xtrackers Harvest CSI 300 China A-Shares ETF         | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             | EC               | RF                | US        |       69345 | NS      | $2164257.45   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| DBV TECHNOLOGIES SA                                  | DBV Technologies SA                                  | CUSIP: 23306J101<br>LEI: 969500PVBQFWQKVDMD80 | Long             | EC               | CORP              | FR        |       10825 | NS      | $14289.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                           | JD.com Inc                                           | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       16227 | NS      | $965993.31    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC                              | Mirati Therapeutics Inc                              | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |        2752 | NS      | $146984.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                    | Nippon Telegraph & Telephone Corp                    | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |       11400 | NS      | $341834.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NIHON M&A CENTER HOLDINGS INC                        | Nihon M&A Center Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       43600 | NS      | $445740.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                               | Whitecap Resources Inc                               | CUSIP: 000000000<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |      115779 | NS      | $965006.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                             | 10YR MINI JGB MAR 23                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | SG        |           9 | NC      | $-8229.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA (REPUBLIC OF)                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12104000000 | PA      | $825465.99    | 0.22%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                             | Bank Central Asia Tbk PT                             | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     1749700 | NS      | $992970.71    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                             | FTSE 100 INDEX MAR 23                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |         -42 | NC      | $-154410.23   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | ICE: (CDX.EM.38.V1)                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -4000000 | OU      | $-207970.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                 | UMBS  30YR TBA(REG A)                                | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1775000 | PA      | $1713984.38   | 0.45%             | 2053-02-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AYALA LAND INC                                       | Ayala Land Inc                                       | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      704100 | NS      | $379765.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BM&FBOVESPA SA                                       | B3 SA - Brasil Bolsa Balcao                          | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      191229 | NS      | $488592.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DO BRASIL SA                                   | Banco do Brasil SA                                   | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | NUSS              | BR        |       15680 | NS      | $126118.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS                     | Bright Horizons Family Solutions Inc                 | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3302 | NS      | $253527.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                   | Cirrus Logic Inc                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        7744 | NS      | $699980.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                    | Cisco Systems Inc                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       44432 | NS      | $2162505.44   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                          | Cintas Corp                                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3454 | NS      | $1532677.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                         | Coca-Cola Co/The                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       32420 | NS      | $1987994.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                        | COLUMBIA SHORT TERM CASH FUND                        | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    80205373 | NS      | $80173291.09  | 21.06%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                  | Comcast Corp                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       54221 | NS      | $2133596.35   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSYS Holdings Corp                                 | COMSYS Holdings Corp                                 | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |       12800 | NS      | $244126.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP (PRE-MERGER)                             | CONMED Corp                                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       12516 | NS      | $1198532.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                       | ConocoPhillips                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       18629 | NS      | $2270316.23   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                             | Constellation Brands Inc                             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        1439 | NS      | $333157.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                              | Darling Ingredients Inc                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        6136 | NS      | $406755.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SRGCAL                                     | Intuitive Surgical Inc                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        6816 | NS      | $1674623.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                 | Invitation Homes Inc                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21714 | NS      | $705705.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI CANADA ETF                              | iShares MSCI Canada ETF                              | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |      156328 | NS      | $5601232.24   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                             | Itau Unibanco Holding SA                             | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |      108376 | NS      | $539712.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LARSEN & TOUBRO LTD                                  | Larsen & Toubro Ltd                                  | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |       23111 | NS      | $601634.86    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                      | Las Vegas Sands Corp                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       27244 | NS      | $1607396.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LI NING CO LTD                                       | Li Ning Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |      104000 | NS      | $1028109.08   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| WEG SA                                               | WEG SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       15325 | NS      | $115715.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INVINCIBLE INVESTMENT CORP                           | Invincible Investment Corp                           | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |        1366 | NS      | $582559.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTEC INC.                                          | MasTec Inc                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       15544 | NS      | $1526887.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                       | Mastercard Inc                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        6937 | NS      | $2570852.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSUKIYOCOCOKARA & CO                               | Matsumotokiyoshi Holdings Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       23700 | NS      | $1182259.53   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Matthews International Corp                          | Matthews International Corp                          | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       17935 | NS      | $664312.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC CORP                                          | Meitec Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13100 | NS      | $246433.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** Columbia Funds Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer