# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035939
**Filing Date:** 2023-2
**Character Count:** 357319
**Document Hash:** 909aef127393d6f0633a6083a1253569
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035939.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035939

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657642

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST J.P. Morgan Global Thematic Portfolio (Series ID: S000019378)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000053817 | AST J.P. Morgan Global Thematic Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST J.P. Morgan Global Thematic Portfolio

- **b. EDGAR series identifier (if any):** S000019378

- **c. LEI of Series:** UMGRPRNKYNPFAZ9JPL69

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2215123050.54

**Total Liabilities:** $51795933.06

**Net Assets:** $2163327117.48

**Cash Not Reported:** $7988972.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1833.26983000 | **1-Year:** 2103.56889000 | **5-Year:** 67.69668000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1.91219000 | **1-Year:** 95.58618000 | **5-Year:** 47.57381000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000053817 | 2.86%                | 6.22%                | -2.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9610322.59             | $67009816.40                               |
| Month 2  | $-44306690.22            | $133020221.31                              |
| Month 3  | $-7025873.56             | $-49111752.33                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                            | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PGIM Core Ultra Short Bond Fund                                 | PGIM Core Ultra Short Bond Fund                                    | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 468315940 | NS      | $468315940.07 | 21.65%            |  |  |  | No            |                  1 | On Loan: No      |
| HKEX                                                            | Hong Kong Exchanges & Clearing Ltd                                 | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     57000 | NS      | $2449304.59   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                               | Bajaj Finance Ltd                                                  | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |       392 | NS      | $31052.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System Inc                                             | Landstar System Inc                                                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      5654 | NS      | $921036.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Mobile Co Ltd                                            | Taiwan Mobile Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16000 | NS      | $49267.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                          | Liberty Broadband Corp                                             | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      9623 | NS      | $733946.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Holdings Inc                                         | Windstream Holdings Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66 | NS      | $495.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thor Industries Inc                                             | Thor Industries Inc                                                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2871 | NS      | $216731.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hankook Tire & Technology Co L                                  | Hankook Tire & Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |      1344 | NS      | $33188.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                                     | Toro Co/The                                                        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     16454 | NS      | $1862592.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                       | THE TORONTO-DOMINION BANK                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999042.44   | 0.09%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                      | Capital One Financial Corp                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     17262 | NS      | $1604675.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                                      | Definitive Healthcare Corp                                         | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38749 | NS      | $425851.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                                              | Outfront Media Inc                                                 | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     48331 | NS      | $801327.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| L'Oreal SA                                                      | L'Oreal SA                                                         | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      9623 | NS      | $3445974.71   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Knight Inc                                                | Black Knight Inc                                                   | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     16420 | NS      | $1013935.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PCL                                                         | PTT PCL                                                            | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |     75500 | NS      | $72448.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co Ltd                                          | Wuliangye Yibin Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7000 | NS      | $182035.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                            | Kunlun Energy Co Ltd                                               | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | HK        |    130000 | NS      | $92423.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAIRE'S STORES INC                                             | Claire's Stores Inc                                                | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |    538614 | PA      | $482957.23    | 0.02%             | 2026-12-18      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                           | Burlington Stores Inc                                              | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      9755 | NS      | $1977923.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Exact Sciences Corp                                             | Exact Sciences Corp                                                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     12184 | NS      | $603229.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tractor Supply Co                                               | Tractor Supply Co                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      3552 | NS      | $799093.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co Ltd                                                | Advantech Co Ltd                                                   | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |     11496 | NS      | $123092.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanhua Chemical Group Co Ltd                                    | Wanhua Chemical Group Co Ltd                                       | CUSIP: 000000000<br>LEI: 3003002H0G2KDG6CR124 | Long             | EC               | CORP              | CN        |      7900 | NS      | $105505.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | DKK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37097.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                     | MongoDB Inc                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2551 | NS      | $502138.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferguson PLC                                                    | Ferguson PLC                                                       | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | GB        |     26552 | NS      | $3333441.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                         | Cboe Global Markets Inc                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7884 | NS      | $989205.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-91258.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Plastics Corp                                            | Nan Ya Plastics Corp                                               | CUSIP: 000000000<br>LEI: 254900L66RP14M9UOM28 | Long             | EC               | CORP              | TW        |     53000 | NS      | $122229.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carter's Inc                                                    | Carter's Inc                                                       | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      6246 | NS      | $466014.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Clicks Group Ltd                                                | Clicks Group Ltd                                                   | CUSIP: 000000000<br>LEI: 378900E967958A677472 | Long             | EC               | CORP              | ZA        |      6917 | NS      | $109329.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                          | KB Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      4640 | NS      | $177770.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                              | Meta Platforms Inc                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     63366 | NS      | $7625464.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MYT Holding LLC                                                 | MYT Holding LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92685 | NS      | $26572.79     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lamar Advertising Co                                            | Lamar Advertising Co                                               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      5239 | NS      | $494561.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Yeast Co Ltd                                              | Angel Yeast Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003002K1DZ78FXZXI48 | Long             | EC               | CORP              | CN        |      5400 | NS      | $35174.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS ENGIE SA (FRANCE LISTING)                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-101174.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                  | Public Storage                                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1352 | NS      | $378816.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | DKK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $84996.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BGF retail Co Ltd                                               | BGF retail Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       211 | NS      | $35311.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | TRS TOTALENERGIES SE                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $98152.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                | QuidelOrtho Corp                                                   | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      8372 | NS      | $717229.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOE Technology Group Co Ltd                                     | BOE Technology Group Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    142200 | NS      | $69275.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| (PIPA040) AST J.P. Morgan Fixed Income Central Fund             | (PIPA040) AST J.P. Morgan Fixed Income Central Fund                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  39051508 | NS      | $390515081.66 | 18.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Bank                                                   | Al Rajhi Bank                                                      | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     16147 | NS      | $322911.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Union Group PCL                                            | Thai Union Group PCL                                               | CUSIP: 000000000<br>LEI: 25490047VDGNFMEYZW95 | Long             | EC               | CORP              | TH        |     81600 | NS      | $39805.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                        | LKQ Corp                                                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     20830 | NS      | $1112530.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                            | Alaska Air Group Inc                                               | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     13095 | NS      | $562299.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Lt                                  | Apollo Hospitals Enterprise Ltd                                    | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |      2316 | NS      | $125152.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1840013.83   | 0.09%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                    | AutoZone Inc                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       450 | NS      | $1109781.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS - NEW YORK BRANCH                                       | NATIXIS - NEW YORK BRANCH                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1860607.93   | 0.09%             | 2023-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                       | Shin-Etsu Chemical Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     57200 | NS      | $6984818.60   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                    | Carlsberg AS                                                       | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |     27392 | NS      | $3633465.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                     | Alnylam Pharmaceuticals Inc                                        | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      3956 | NS      | $940143.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                            | Edison International                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7301 | NS      | $464489.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                              | NextEra Energy Inc                                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157213 | NS      | $13143006.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                                        | Hana Financial Group Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4286 | NS      | $142720.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                                | BOC Aviation Ltd                                                   | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |      4900 | NS      | $40819.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE DISC COML PAPER 4/2 YRS 1 CP 06/06/2023                    | BPCE DISC COML PAPER 4/2 YRS 1 CP 06/06/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1222887.64   | 0.06%             | 2023-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KIWOOM Securities Co Ltd                                        | KIWOOM Securities Co Ltd                                           | CUSIP: 000000000<br>LEI: 988400O27CNGJA2QWJ18 | Long             | EC               | CORP              | KR        |       554 | NS      | $36957.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                     | Infosys Ltd                                                        | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     49096 | NS      | $884218.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| WuXi AppTec Co Ltd                                              | WuXi AppTec Co Ltd                                                 | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      7564 | NS      | $79365.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                                       | Bharat Petroleum Corp Ltd                                          | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     23954 | NS      | $95489.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServisFirst Bancshares Inc                                      | ServisFirst Bancshares Inc                                         | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10225 | NS      | $704604.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaga Nasional Bhd                                             | Tenaga Nasional Bhd                                                | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |     30500 | NS      | $66675.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever Indonesia Tbk PT                                       | Unilever Indonesia Tbk PT                                          | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |    284400 | NS      | $85909.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp                                          | Hillman Solutions Corp                                             | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91768 | NS      | $661647.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corp                                               | Ralph Lauren Corp                                                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      5247 | NS      | $554450.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sberbank of Russia PJSC                                         | Sberbank of Russia PJSC                                            | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     43116 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHINA LONGYUAN                                                  | China Longyuan Power Group Corp Ltd                                | CUSIP: 000000000<br>LEI: 5299008UYLF3O6V9T464 | Long             | EC               | CORP              | CN        |     47000 | NS      | $57132.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                      | Samsung Electronics Co Ltd                                         | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     12565 | NS      | $551518.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                          | Intuitive Surgical Inc                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     22863 | NS      | $6066697.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co Ltd                                         | Haier Smart Home Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     50000 | NS      | $169704.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                                   | Novatek Microelectronics Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $81781.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Gr                                  | Emirates Telecommunications Group Co PJSC                          | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | EC               | CORP              | AE        |     10069 | NS      | $62496.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Oil PCL                                                    | Thai Oil PCL                                                       | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |     47738 | NS      | $77380.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                               | Brunswick Corp/DE                                                  | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     15048 | NS      | $1084659.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd                                             | Larsen & Toubro Ltd                                                | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |      5947 | NS      | $149473.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                    | UNITED OVERSEAS BANK LIMITED                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993250.44   | 0.09%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HASCO                                                           | Huayu Automotive Systems Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003001J2BNVV78BOT83 | Long             | EC               | CORP              | CN        |     19900 | NS      | $49675.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                 | Nordea Bank Abp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1087365.63   | 0.05%             | 2023-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-73012.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                  | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115588.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LIMITED                                | TOYOTA FINANCE AUSTRALIA LIMITED                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $486479.89    | 0.02%             | 2023-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                         | Nexstar Media Group Inc                                            | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1665 | NS      | $291424.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vale SA                                                         | Vale SA                                                            | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     27085 | NS      | $459632.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| X5 Retail Group NV                                              | X5 Retail Group NV                                                 | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | RU        |      7231 | NS      | $0.72         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Magazine Luiza SA                                               | Magazine Luiza SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     37854 | NS      | $19638.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEG SA                                                          | WEG SA                                                             | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     42922 | NS      | $311797.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc                                        | Cullen/Frost Bankers Inc                                           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      6297 | NS      | $841908.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hoya Corp                                                       | Hoya Corp                                                          | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     58900 | NS      | $5641358.62   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                | Novo Nordisk A/S                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    105660 | NS      | $14350272.31  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                    | 7-Eleven Inc                                                       | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    523000 | PA      | $520055.55    | 0.02%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent                                  | Frontier Communications Parent Inc                                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $25.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minth Group Ltd                                                 | Minth Group Ltd                                                    | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | CN        |     16000 | NS      | $43186.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                          | Credit Agricole SA/London                                          | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1311000 | PA      | $1305535.88   | 0.06%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA HOUS                                        | Bank of Nova Scotia/Houston                                        | CUSIP: 06417MZT5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3466200.07   | 0.16%             | 2023-02-06      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                          | MACQUARIE BANK LIMITED                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1193144.45   | 0.06%             | 2023-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                      | Allianz SE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556000 | PA      | $553430.60    | 0.03%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                       | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1185000 | PA      | $1167250.36   | 0.05%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Yuanta Financial                                                | Yuanta Financial Holding Co Ltd                                    | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |    195197 | NS      | $137561.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                   | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50349100 | PA      | $50177991.60  | 2.32%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Itausa SA                                                       | Itausa SA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     62044 | NS      | $99762.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co Ltd                                     | Baoshan Iron & Steel Co Ltd                                        | CUSIP: 000000000<br>LEI: 300300PYAP4PEHORZT21 | Long             | EC               | CORP              | CN        |     94300 | NS      | $76055.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS VINCI SA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-83397.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                                       | Gerdau SA                                                          | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     24340 | NS      | $133791.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                               | H World Group Ltd                                                  | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |      1630 | NS      | $69144.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy USA Inc                                                  | Murphy USA Inc                                                     | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1619 | NS      | $452575.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Marsh & McLennan Cos Inc                                        | Marsh & McLennan Cos Inc                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1121 | NS      | $185503.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING (US) FUNDING LLC                                            | ING (US) FUNDING LLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1204039.06   | 0.06%             | 2023-09-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                               | TELUS CORPORATION                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $898736.37    | 0.04%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                        | Qatar National Bank QPSC                                           | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     36355 | NS      | $180205.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                     | TRS GLENCORE PLC                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |         1 | NC      | $41011.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                              | Ingersoll Rand Inc                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     18800 | NS      | $982300.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                  | LCI Industries                                                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4245 | NS      | $392450.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                        | Infineon Technologies AG                                           | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     33987 | NS      | $1032930.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                      | STERIS PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6020 | NS      | $1111833.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS DIPLOMA PLC                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14829.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                               | MSCI EUROPE                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |     -2591 | NC      | $2708357.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC-NEW YORK                                      | BARCLAYS BANK PLC-NEW YORK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1235129.00   | 0.06%             | 2023-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $757336.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                     | Target Corp                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     21411 | NS      | $3191095.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Bank Co Ltd                                             | Ping An Bank Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |     41600 | NS      | $78876.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                          | Grupo Mexico SAB de CV                                             | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     30617 | NS      | $107940.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA-NEW YORK                                           | DNB BANK ASA-NEW YORK                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1851362.26   | 0.09%             | 2023-08-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1049667.15  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                   | Severstal PAO                                                      | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     11949 | NS      | $1.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11352.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAIRE'S STORES INC CNV PFD                                     | CLAIRE'S STORES INC CNV PFD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       234 | NS      | $503100.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| National Bank of Kuwait SAKP                                    | National Bank of Kuwait SAKP                                       | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | EC               | CORP              | KW        |     29588 | NS      | $104329.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Global Chemical PCL                                         | PTT Global Chemical PCL                                            | CUSIP: 000000000<br>LEI: 5493007X3230PPPZFF40 | Long             | EC               | CORP              | TH        |     69200 | NS      | $94222.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                    | Iberdrola SA                                                       | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    386695 | NS      | $4514085.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                    | Capgemini SE                                                       | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     22757 | NS      | $3804428.74   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                      | NAVER Corp                                                         | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      2205 | NS      | $313597.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                       | Kinsale Capital Group Inc                                          | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2669 | NS      | $697996.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                                   | ASE Technology Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     38000 | NS      | $115458.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                               | EURO-BUND                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |     -1669 | NC      | $12472199.31  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                          | BP PLC                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   1191268 | NS      | $6873546.26   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                         | Zebra Technologies Corp                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2053 | NS      | $526409.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mouwasat Medical Services Co                                    | Mouwasat Medical Services Co                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       762 | NS      | $42687.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chacha Food Co Ltd                                              | Chacha Food Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300AJZ9YPIRBJZN87 | Long             | EC               | CORP              | CN        |     10200 | NS      | $73532.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                         | ITT Inc                                                            | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4510 | NS      | $365761.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Chemicals Group Bhd                                    | Petronas Chemicals Group Bhd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     55200 | NS      | $107832.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co Ltd                                        | Pharmaron Beijing Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |     10200 | NS      | $70087.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                               | H World Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |     23000 | NS      | $98059.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                    | China Construction Bank Corp                                       | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    725000 | NS      | $453407.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qingdao Haier Biomedical Co Lt                                  | Qingdao Haier Biomedical Co Ltd                                    | CUSIP: 000000000<br>LEI: 65560007PZ5ME4672K78 | Long             | EC               | CORP              | CN        |      5451 | NS      | $49825.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero                                   | Bank Rakyat Indonesia Persero Tbk PT                               | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   1559107 | NS      | $494315.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd                                                | Petronet LNG Ltd                                                   | CUSIP: 000000000<br>LEI: 335800KIIKNA7GRD9351 | Long             | EC               | CORP              | IN        |     31431 | NS      | $81751.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB                                  | Fomento Economico Mexicano SAB de CV                               | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      1516 | NS      | $118429.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bid Corp Ltd                                                    | Bid Corp Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     12822 | NS      | $248709.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                       | Airbus SE                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     41698 | NS      | $4957996.57   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PZU                                                             | Powszechny Zaklad Ubezpieczen SA                                   | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     11410 | NS      | $92659.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co                                       | Performance Food Group Co                                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     21355 | NS      | $1246918.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                         | Bristol-Myers Squibb Co                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    210114 | NS      | $15117702.30  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                            | Generac Holdings Inc                                               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      6526 | NS      | $656907.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Meituan                                                         | Meituan                                                            | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |     29800 | NS      | $660243.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                                | RBC Bearings Inc                                                   | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4034 | NS      | $844517.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Linde PLC                                                       | Linde PLC                                                          | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |     18319 | NS      | $5971284.46   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| President Chain Store Corp                                      | President Chain Store Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     27000 | NS      | $238724.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                                        | Samsung Biologics Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       217 | NS      | $141096.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                           | Northrop Grumman Corp                                              | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    787000 | PA      | $779676.68    | 0.04%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Kasikornbank PCL                                                | Kasikornbank PCL                                                   | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     18400 | NS      | $78223.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rosneft Oil Co PJSC                                             | Rosneft Oil Co PJSC                                                | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     30688 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YILI                                                            | Inner Mongolia Yili Industrial Group Co Ltd                        | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |     35401 | NS      | $158120.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                              | Planet Fitness Inc                                                 | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     13588 | NS      | $1070734.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC P&C                                                        | PICC Property & Casualty Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    110000 | NS      | $104004.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                | CME E-MINI STANDARD & POOR'S MIDCAP 400 INDEX                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -235 | NC      | $1027794.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                                 | Cemex SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    266815 | NS      | $108443.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Mining Co                                         | Saudi Arabian Mining Co                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       857 | NS      | $14712.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                         | America Movil SAB de CV                                            | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |    255315 | NS      | $230597.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                      | HDFC Life Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     19875 | NS      | $135763.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Cor                                  | Yang Ming Marine Transport Corp                                    | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     10000 | NS      | $21242.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                                  | Grupo Aeroportuario del Pacifico SAB de CV                         | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      7032 | NS      | $100825.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                                         | IAA Inc                                                            | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     19523 | NS      | $780920.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                                    | Ritchie Bros Auctioneers Inc                                       | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     12545 | NS      | $725477.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CICC                                                            | China International Capital Corp Ltd                               | CUSIP: 000000000<br>LEI: 529900OS3SVVTT56QN67 | Long             | EC               | CORP              | CN        |     48000 | NS      | $91131.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                      | Casey's General Stores Inc                                         | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3820 | NS      | $857017.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corp                                                     | Wiwynn Corp                                                        | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |      3000 | NS      | $77596.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powertech Technology Inc                                        | Powertech Technology Inc                                           | CUSIP: 000000000<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |     13000 | NS      | $33381.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                  | NU Holdings Ltd/Cayman Islands                                     | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      7392 | NS      | $30085.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shriram Finance Ltd                                             | Shriram Finance Ltd                                                | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |      6112 | NS      | $101460.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                  | CMOC Group Ltd                                                     | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     33000 | NS      | $15117.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                               | Kimco Realty Corp                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     42747 | NS      | $905381.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co Ltd                                       | Anhui Conch Cement Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |      9500 | NS      | $33102.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                        | Lamb Weston Holdings Inc                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     10940 | NS      | $977598.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CPIC                                                            | China Pacific Insurance Group Co Ltd                               | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     34000 | NS      | $75184.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                      | FedEx Corp                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3402 | NS      | $589226.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StarPower Semiconductor Ltd                                     | StarPower Semiconductor Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       800 | NS      | $38012.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                      | Kakao Corp                                                         | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |       823 | NS      | $35056.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                                                        | Cie Generale des Etablissements Michelin SCA                       | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    187790 | NS      | $5231322.93   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                                    | HUGO BOSS AG                                                       | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |     18517 | NS      | $1070470.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                              | TSE Japanese 10 Year Bond s                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -63 | NC      | $1285776.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                         | WEX Inc                                                            | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      7640 | NS      | $1250286.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                              | Coterra Energy Inc                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     23096 | NS      | $567468.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIXIS NY BRANCH                                               | NATIXIS SA/NEW YORK NY                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $603026.56    | 0.03%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                                      | Bumble Inc                                                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21922 | NS      | $461458.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                   | Koninklijke Ahold Delhaize NV                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     61659 | NS      | $1772775.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Almarai Co JSC                                                  | Almarai Co JSC                                                     | CUSIP: 000000000<br>LEI: 549300B4EDUXYD2G6098 | Long             | EC               | CORP              | SA        |      5248 | NS      | $74755.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                               | EUREX EURO STOXX 50                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |     -1884 | NC      | $2511234.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICBC                                                            | Industrial & Commercial Bank of China Ltd                          | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    387000 | NS      | $198488.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                 | Sands China Ltd                                                    | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | MO        |     33200 | NS      | $108903.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                                   | CTBC Financial Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    229000 | NS      | $164326.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDEE INT'L                                                   | Kingdee International Software Group Co Ltd                        | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | CN        |     32000 | NS      | $67907.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MYGD                                                            | Hefei Meiya Optoelectronic Technology Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9800 | NS      | $33804.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                 | Nordea Bank Abp                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    495087 | NS      | $5303350.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORAT                                | OVERSEA-CHINESE BANKING CORPORAT                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1063224.29   | 0.05%             | 2023-07-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                         | OPAP SA                                                            | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      6482 | NS      | $91705.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foschini Group Ltd/The                                          | Foschini Group Ltd/The                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      5160 | NS      | $30378.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                                  | Public Service Enterprise Group Inc                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5901 | NS      | $361554.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Ltd                                                         | UPL Ltd                                                            | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |     13786 | NS      | $119066.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                  | Amazon.com Inc                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    316924 | NS      | $26621616.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FULING ZHACAI                                                   | Chongqing Fuling Zhacai Group Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20600 | NS      | $76587.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co                                   | Guangzhou Automobile Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299005KY9BJO3ZE6A37 | Long             | EC               | CORP              | CN        |    156000 | NS      | $104474.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                                    | Exelixis Inc                                                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     23588 | NS      | $378351.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eMemory Technology Inc                                          | eMemory Technology Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $43184.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                   | M&T Bank Corp                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     10813 | NS      | $1568533.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22960.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                                     | Naspers Ltd                                                        | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |      1369 | NS      | $228767.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB d                                  | Kimberly-Clark de Mexico SAB de CV                                 | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |     33534 | NS      | $56909.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                    | Chevron Corp                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59324 | NS      | $10648064.76  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                      | Dexcom Inc                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      8352 | NS      | $945780.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ENN Energy Holdings Ltd                                         | ENN Energy Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |      9600 | NS      | $134093.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                           | Banco Santander Chile                                              | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |      5403 | NS      | $85583.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Bank Group Ltd                                         | Standard Bank Group Ltd                                            | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |     11045 | NS      | $108977.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                      | Natera Inc                                                         | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7850 | NS      | $315334.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                           | EVERGY KANSAS CENTRAL INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $898385.45    | 0.04%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                                  | West Pharmaceutical Services Inc                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3634 | NS      | $855261.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                                         | Reliance Industries Ltd                                            | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     20707 | NS      | $635717.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                       | PG&E Corp                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     78996 | NS      | $1284474.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                    | Nordson Corp                                                       | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3915 | NS      | $930673.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                     | Zscaler Inc                                                        | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2601 | NS      | $291051.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimmer Biomet Holdings Inc                                      | Zimmer Biomet Holdings Inc                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3636 | NS      | $463590.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Kingmed Diagnostics                                   | Guangzhou Kingmed Diagnostics Group Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7900 | NS      | $89117.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                 | T-Mobile US Inc                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     31266 | NS      | $4377240.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Ltd                                                      | Sanlam Ltd                                                         | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     37550 | NS      | $107887.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS BARCLAYS PLC                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-411.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                     | Brenntag SE                                                        | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     16938 | NS      | $1080218.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                                    | MediaTek Inc                                                       | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      5000 | NS      | $101094.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                                      | Realtek Semiconductor Corp                                         | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      5000 | NS      | $45469.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                               | EOG Resources Inc                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     16422 | NS      | $2126977.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                | Carlisle Cos Inc                                                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2238 | NS      | $527384.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORAN FOODS LLC                                                 | MORAN FOODS LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118097 | PA      | $95658.49     | 0.00%             | 2024-04-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                             | SVB Financial Group                                                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      5265 | NS      | $1211687.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                  | Atlas Copco AB                                                     | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    264841 | NS      | $3137941.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production P                                  | PTT Exploration & Production PCL                                   | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     29400 | NS      | $149722.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                               | Nedbank Group Ltd                                                  | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |      4761 | NS      | $59554.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co Ltd                                            | SK Innovation Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |       820 | NS      | $100176.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                              | CNA Financial Corp                                                 | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      7088 | NS      | $299680.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK NEDERLAND 0 CP 14/08/2023                              | RABOBANK NEDERLAND 0 CP 14/08/2023                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1211488.83   | 0.06%             | 2023-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HL Mando Co Ltd                                                 | HL Mando Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400P5GM9DGVVOJQ79 | Long             | EC               | CORP              | KR        |      1033 | NS      | $32966.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS SANOFI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10644.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                                   | CSPC Pharmaceutical Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | CN        |     82000 | NS      | $85368.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PL                                | LLOYDS BANK CORPORATE MARKETS PL                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $693497.53    | 0.03%             | 2023-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC. WTS 24 SEP27                                    | NMG PARENT LLC. WTS 24 SEP27                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $38972.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Uni-President Enterprises Corp                                  | Uni-President Enterprises Corp                                     | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |     65000 | NS      | $140693.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemed Corp                                                     | Chemed Corp                                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2020 | NS      | $1031068.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                     | Honeywell International Inc                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3526 | NS      | $755621.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $525736.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-137515.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                                      | Longfor Group Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | CN        |     14000 | NS      | $43080.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consumer Products Ltd                                      | Tata Consumer Products Ltd                                         | CUSIP: 000000000<br>LEI: 335800LOXFWU8ZQJMD12 | Long             | EC               | CORP              | IN        |      9383 | NS      | $86839.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                                  | Philip Morris International Inc                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6698 | NS      | $677904.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                     | Cognex Corp                                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     20143 | NS      | $948936.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    964000 | PA      | $963435.88    | 0.04%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                    | Ganfeng Lithium Group Co Ltd                                       | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |      4160 | NS      | $30839.39     | 0.00%             |  |  |  | No            |                  2 | 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        |    689593 | NS      | $2437542.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LB-UBS Commercial Mortgage Tru                                  | LB-UBS Commercial Mortgage Trust 2006-C6                           | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539593 | PA      | $235967.81    | 0.01%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                | ASB Bank Ltd                                                       | CUSIP: 00216LAA1<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    399000 | PA      | $396763.49    | 0.02%             | 2023-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                 | Lojas Renner SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     28000 | NS      | $108523.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                                     | Saudi Basic Industries Corp                                        | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |      7248 | NS      | $173381.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                     | Vistra Corp                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        63 | NS      | $1461.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parade Technologies Ltd                                         | Parade Technologies Ltd                                            | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | US        |      1000 | NS      | $25057.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                          | Mercedes-Benz Group AG                                             | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     19085 | NS      | $1248062.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                                        | CommScope Holding Co Inc                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     18538 | NS      | $136254.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                          | Canadian Imperial Bank of Commerce                                 | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $750234.23    | 0.03%             | 2023-03-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                          | DBS Group Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    216500 | NS      | $5479962.20   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                                 | MORAN FOODS LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170721 | PA      | $109261.48    | 0.01%             | 2024-10-01      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-826.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                              | Trip.com Group Ltd                                                 | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |      2140 | NS      | $73616.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Aeroportuario del Surest                                  | Grupo Aeroportuario del Sureste SAB de CV                          | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      5213 | NS      | $121456.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                                       | FleetCor Technologies Inc                                          | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2424 | NS      | $445240.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                 | Best Buy Co Inc                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4672 | NS      | $374741.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TORONTO-DOMINION BANK                                           | TORONTO-DOMINION BANK/THE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1988680.84   | 0.09%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                           | Uber Technologies Inc                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    300442 | NS      | $7429930.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                                    | Alimentation Couche-Tard Inc                                       | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     70975 | NS      | $3118916.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corp                                                     | NCSoft Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       308 | NS      | $110024.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                                   | Hon Hai Precision Industry Co Ltd                                  | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     53000 | NS      | $171785.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                     | CUSIP: 61744YAN8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1320091.44   | 0.06%             | 2023-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                           | Norfolk Southern Corp                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     12099 | NS      | $2981435.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                     | WESTPAC BANKING CORPORATION                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1216953.34   | 0.06%             | 2023-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22214.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                             | Sun Communities Inc                                                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     15786 | NS      | $2257398.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                        | EastGroup Properties Inc                                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      8824 | NS      | $1306481.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A. (20230517)                           | COOPERATIEVE RABOBANK U.A. (20230517)                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $606989.22    | 0.03%             | 2023-05-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                               | Middleby Corp/The                                                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3093 | NS      | $414152.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                                        | Horizon Therapeutics Plc                                           | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |     13481 | NS      | $1534137.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                   | Hilton Worldwide Holdings Inc                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      7623 | NS      | $963242.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                      | Advanced Micro Devices Inc                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     95347 | NS      | $6175625.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Corp                                                      | Ayala Corp                                                         | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |      2000 | NS      | $25034.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                                            | Taiwan Semiconductor Manufacturing Co Ltd                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    204000 | NS      | $2962786.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                   | BHP Group Ltd                                                      | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    171573 | NS      | $5314807.38   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                 | Nordea Bank Abp                                                    | CUSIP: 65557CAY9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1526000 | PA      | $1510975.46   | 0.07%             | 2023-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                             | Global Payments Inc                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      6145 | NS      | $610321.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                                   | OTP Bank Nyrt                                                      | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      3542 | NS      | $96240.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                       | Thales SA                                                          | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      4654 | NS      | $594636.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                          | Boston Scientific Corp                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    253485 | NS      | $11728750.95  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                                             | Kuaishou Technology                                                | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | CN        |      4300 | NS      | $38653.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BK CDA N Y BRH 0 CP 07/06/2023                         | NATIONAL BK CDA N Y BRH 0 CP 07/06/2023                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1223119.06   | 0.06%             | 2023-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ambev SA                                                        | Ambev SA                                                           | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     33076 | NS      | $89966.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA - NY (01/20/2023)                          | ROYAL BANK OF CANADA - NY (01/20/2023)                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249369.13    | 0.01%             | 2023-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE MGMT INC 0 CP 10/01/2023                                  | WASTE MGMT INC 0 CP 10/01/2023                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $898738.58    | 0.04%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                    | Prologis Inc                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    103793 | NS      | $11700584.89  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                             | SOCIETE GENERALE SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1046772.69   | 0.05%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                                    | Power Grid Corp of India Ltd                                       | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |     40265 | NS      | $103811.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Putailai New Energy T                                  | Shanghai Putailai New Energy Technology Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4400 | NS      | $32940.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                        | Jazz Pharmaceuticals PLC                                           | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      4109 | NS      | $654604.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNY OPTICAL                                                   | Sunny Optical Technology Group Co Ltd                              | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | CN        |      2500 | NS      | $29484.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYP Entertainment Corp                                          | JYP Entertainment Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       904 | NS      | $48563.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dabur India Ltd                                                 | Dabur India Ltd                                                    | CUSIP: 000000000<br>LEI: 335800MJPUA2E1FSFL38 | Long             | EC               | CORP              | IN        |      8879 | NS      | $60156.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                               | Johnson & Johnson                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      7748 | NS      | $1368684.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                                  | AptarGroup Inc                                                     | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     10179 | NS      | $1119486.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                          | Yum China Holdings Inc                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      2450 | NS      | $136807.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                                  | Bright Horizons Family Solutions Inc                               | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15270 | NS      | $963537.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                  | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-847231.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                     | HubSpot Inc                                                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1356 | NS      | $392060.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEB HANA BANK/NY                                                | KEB HANA BANK/NY                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2124386.46   | 0.10%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                               | MONTREAL EXCHANGE S&P/TSX 60 INDEX                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -130 | NC      | $-126183.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                    | Canadian National Railway Co                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     45633 | NS      | $5420688.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                             | Deutsche Telekom AG                                                | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     93649 | NS      | $1863295.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                      | Apple Hospitality REIT Inc                                         | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     21711 | NS      | $342599.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                     | TRS 3I GROUP PLC                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |         1 | NC      | $31631.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS BANK OF IRELAND GROUP PLC                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $115440.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc                                                       | XPeng Inc                                                          | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | CN        |      6748 | NS      | $33252.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                                  | Broadridge Financial Solutions Inc                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5815 | NS      | $779965.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                                    | Entegris Inc                                                       | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     16322 | NS      | $1070559.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                                  | E.Sun Financial Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    160758 | NS      | $125529.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                  | Fortune Brands Innovations Inc                                     | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     29441 | NS      | $1681375.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | TRS OXFORD INSTRUMENTS PLC                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DE               | CORP              | US        |         1 | NC      | $24871.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                 | Sony Group Corp                                                    | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     45900 | NS      | $3498572.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                           | Texas Instruments Inc                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6024 | NS      | $995285.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                         | TRS AIB GROUP PLC                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $109594.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKC Co Ltd                                                      | SKC Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       690 | NS      | $48692.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                    | HSBC USA INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1841980.44   | 0.09%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Industries Qatar QSC                                            | Industries Qatar QSC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     22919 | NS      | $80898.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCS Group Holding PLC                                           | TCS Group Holding PLC                                              | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |      2342 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Douglas Dynamics Inc                                            | Douglas Dynamics Inc                                               | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     18407 | NS      | $665597.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                                                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen          | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      4539 | NS      | $1468233.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                           | Molina Healthcare Inc                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3080 | NS      | $1017077.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL, LLC                                | TRS ASHTEAD GROUP PLC                                              | CUSIP: 000000000<br>LEI: 549300J8H1BYG1YAFY05 | N/A              | DE               | CORP              | US        |         1 | NC      | $-38257.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    123293 | NS      | $19925381.73  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                          | Columbia Sportswear Co                                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4898 | NS      | $428966.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                        | CUSIP: 02665WDC2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1362308.09   | 0.06%             | 2023-01-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Dino Polska SA                                                  | Dino Polska SA                                                     | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      1671 | NS      | $143512.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                          | Localiza Rent a Car SA                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11757 | NS      | $116744.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                             | Northern Trust Corp                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6814 | NS      | $602970.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                  | ConocoPhillips                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     76961 | NS      | $9081398.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                  | Microsoft Corp                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    177977 | NS      | $42682444.14  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                      | Vertex Pharmaceuticals Inc                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      7298 | NS      | $2107516.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chailease Holding Co Ltd                                        | Chailease Holding Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | TW        |     22791 | NS      | $160566.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                        | Estee Lauder Cos Inc/The                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3188 | NS      | $790974.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                      | Diageo PLC                                                         | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    348938 | NS      | $15273670.44  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Logistics Inc                                                | JD Logistics Inc                                                   | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | CN        |     18800 | NS      | $36157.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                   | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    712000 | PA      | $700677.85    | 0.03%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd                                             | Malayan Banking Bhd                                                | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |     25200 | NS      | $49769.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                    | Pioneer Natural Resources Co                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      8027 | NS      | $1833286.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                      | Samsung Electronics Co Ltd                                         | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      7145 | NS      | $7914579.35   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                       | Chubb Ltd                                                          | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3795 | NS      | $837177.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                      | Raytheon Technologies Corp                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     12272 | NS      | $1238490.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Prudential Life Insuranc                                  | ICICI Prudential Life Insurance Co Ltd                             | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |     11517 | NS      | $62655.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                                         | NIO Inc                                                            | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |      5176 | NS      | $50466.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cigna Corp                                                      | Cigna Corp                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2061 | NS      | $682891.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                      | Charter Communications Inc                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     11926 | NS      | $4044106.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                                       | nCino Inc                                                          | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25424 | NS      | $672210.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc                                                  | S&P Global Inc                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     27125 | NS      | $9085247.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PL                                | LLOYDS BANK CORPORATE MARKETS PL                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982957.67    | 0.05%             | 2023-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                    | Insulet Corp                                                       | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2460 | NS      | $724199.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dubai Islamic Bank PJSC                                         | Dubai Islamic Bank PJSC                                            | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |     47672 | NS      | $73992.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                                               | Ashok Leyland Ltd                                                  | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |     18442 | NS      | $31917.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9579.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                  | USD/DKK FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32351.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                   | Volkswagen AG                                                      | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     22951 | NS      | $2847064.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                                  | Ayala Land Inc                                                     | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |     82400 | NS      | $45740.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                       | Zurich Insurance Group AG                                          | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      3250 | NS      | $1553751.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                                         | Ping An Insurance Group Co of China Ltd                            | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     97500 | NS      | $640550.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JS Global Lifestyle Co Ltd                                      | JS Global Lifestyle Co Ltd                                         | CUSIP: 000000000<br>LEI: 254900YP54EOBADL7333 | Long             | EC               | CORP              | HK        |     17500 | NS      | $19490.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Solutions SA                                          | Perimeter Solutions SA                                             | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |     62428 | NS      | $570591.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JSHL                                                            | Jiangsu Hengli Hydraulic Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7200 | NS      | $65580.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StepStone Group Inc                                             | StepStone Group Inc                                                | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35400 | NS      | $891372.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Media Corp-Liberty Sir                                  | Liberty Media Corp-Liberty SiriusXM                                | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16404 | NS      | $641888.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                     | Equifax Inc                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2707 | NS      | $526132.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP CAPITAL INC                                                 | PSP CAPITAL INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3778017.30   | 0.17%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amoy Diagnostics Co Ltd                                         | Amoy Diagnostics Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4900 | NS      | $18695.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                           | Waste Connections Inc                                              | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      7950 | NS      | $1053852.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                          | Marvell Technology Inc                                             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12430 | NS      | $460407.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                                    | Catalent Inc                                                       | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14714 | NS      | $662277.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                             | Texas Roadhouse Inc                                                | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      5188 | NS      | $471848.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Centene Corp                                                    | Centene Corp                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5635 | NS      | $462126.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                       | United Parcel Service Inc                                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     38680 | NS      | $6724131.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS INCHCAPE PLC                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1584.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                   | AIA Group Ltd                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    777600 | NS      | $8587341.31   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Joinn Laboratories China Co Lt                                  | Joinn Laboratories China Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5660 | NS      | $28908.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                              | Kraft Heinz Co/The                                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     23925 | NS      | $973986.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                                      | BYD Co Ltd                                                         | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      2000 | NS      | $49067.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                   | Rio Tinto PLC                                                      | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     53768 | NS      | $3784409.14   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                     | Invesco Ltd                                                        | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      7892 | NS      | $141977.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                              | Aker Solutions ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |    159292 | NS      | $613509.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                        | Vinci SA                                                           | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |    129034 | NS      | $12863013.97  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                     | Novartis AG                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     28447 | NS      | $2574381.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Solar Holdings Ltd                                        | Xinyi Solar Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 529900QF7VIH03SB7Q08 | Long             | EC               | CORP              | CN        |     48000 | NS      | $52816.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                                | Saudi Telecom Co                                                   | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |      9500 | NS      | $92446.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                   | Regeneron Pharmaceuticals Inc                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     16140 | NS      | $11644848.60  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                          | ICE US MINI MSCI EAFE INDEX                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      1852 | NC      | $-3048521.64  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT INDUSTRIEL ET COMMERCIAL-                                | CREDIT INDUSTRIEL ET COMMERCIAL-                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1442857.75   | 0.07%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                               | Newell Brands Inc                                                  | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     38194 | NS      | $499577.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| McKesson Corp                                                   | McKesson Corp                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2897 | NS      | $1086722.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                    | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10074.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Holdings Inc                                      | Driven Brands Holdings Inc                                         | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35414 | NS      | $967156.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Huatai Securities Co Ltd                                        | Huatai Securities Co Ltd                                           | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |     34800 | NS      | $39689.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                         | Wintrust Financial Corp                                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     11180 | NS      | $944933.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-264384.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                  | Sitios Latinoamerica SAB de CV                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     12766 | NS      | $6026.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                       | Woodside Energy Group Ltd                                          | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     86794 | NS      | $2101995.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                   | Old Dominion Freight Line Inc                                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1545 | NS      | $438440.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                          | Energizer Holdings Inc                                             | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     12184 | NS      | $408773.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES LTD 4/2 0 CP 06/02/2023                   | TRANSCANADA PIPELINES LTD 4/2 0 CP 06/02/2023                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $945239.82    | 0.04%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                 | Xcel Energy Inc                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     33583 | NS      | $2354504.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                  | Eli Lilly & Co                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3132 | NS      | $1145810.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Bhd                                         | CIMB Group Holdings Bhd                                            | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |     51700 | NS      | $68035.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                       | Danone SA                                                          | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    402000 | PA      | $393093.77    | 0.02%             | 2023-11-02      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA INDUSTRIES COMMERCIAL FIN                                | TOYOTA INDUSTRIES COMMERCIAL FIN                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1236481.73   | 0.06%             | 2023-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                                                   | Pinduoduo Inc                                                      | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | CN        |      3128 | NS      | $255088.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bath & Body Works Inc                                           | Bath & Body Works Inc                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     12190 | NS      | $513686.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                                  | Mettler-Toledo International Inc                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       515 | NS      | $744406.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT                                                             | Nippon Telegraph & Telephone Corp                                  | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    103700 | NS      | $2957369.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                                   | TIM SA/Brazil                                                      | CUSIP: 88706T108<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      6547 | NS      | $76272.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marriott International Inc/MD                                   | Marriott International Inc/MD                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     57373 | NS      | $8542265.97   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                           | Mohawk Industries Inc                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      5779 | NS      | $590729.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                  | CBRE Group Inc                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      8807 | NS      | $677786.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                              | Trade Desk Inc/The                                                 | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      8017 | NS      | $359402.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp                                                  | TD SYNNEX Corp                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5137 | NS      | $486525.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                   | Stellantis NV                                                      | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     66626 | NS      | $946584.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                      | Garmin Ltd                                                         | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      4608 | NS      | $425272.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                    | Entergy Corp                                                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3904 | NS      | $439200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                    | Rayonier Inc                                                       | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     20558 | NS      | $677591.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                                    | Alphabet Inc                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     72713 | NS      | $6415467.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                       | Tokio Marine Holdings Inc                                          | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    127700 | NS      | $2727977.68   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS ARKEMA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15480.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                                       | Suzano SA                                                          | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     13901 | NS      | $128349.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotte Chemical Corp                                             | Lotte Chemical Corp                                                | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |       258 | NS      | $36513.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAC Inc                                                         | IAC Inc                                                            | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     12265 | NS      | $544566.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek PJSC                                                    | Novatek PJSC                                                       | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |      5822 | NS      | $0.58         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tokyo Electron Ltd                                              | Tokyo Electron Ltd                                                 | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     10800 | NS      | $3173350.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co Ltd                                                  | Tongwei Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |      6000 | NS      | $33356.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                      | Copart Inc                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     18728 | NS      | $1140347.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                             | Cheniere Energy Inc                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5597 | NS      | $839326.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                            | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    632000 | PA      | $630077.56    | 0.03%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                                      | FANUC Corp                                                         | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     17500 | NS      | $2618815.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                   | Stellantis NV                                                      | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    153378 | NS      | $2179557.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                                         | Cushman & Wakefield PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70377 | NS      | $876897.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank, National Association                                  | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1450.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490065.32    | 0.02%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                                   | Wolfspeed Inc                                                      | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4870 | NS      | $336224.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc                                              | HCA Healthcare Inc                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3732 | NS      | $895530.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airports of Thailand PCL                                        | Airports of Thailand PCL                                           | CUSIP: 000000000<br>LEI: 5299006VS4CU6LW0TY22 | Long             | EC               | CORP              | TH        |     56000 | NS      | $121210.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12458.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                                   | Credicorp Ltd                                                      | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |      1908 | NS      | $258839.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                    | KBC Group NV                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     92895 | NS      | $5981075.06   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclat Textile Co Ltd                                            | Eclat Textile Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $96318.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Inc                                                          | SK Inc                                                             | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |       320 | NS      | $48003.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                            | Hayward Holdings Inc                                               | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60290 | NS      | $566726.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SK Hynix Inc                                                    | SK Hynix Inc                                                       | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      4540 | NS      | $270874.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LXDQ                                                            | Shanghai Liangxin Electrical Co Ltd                                | CUSIP: 000000000<br>LEI: 300300X2WC3DY43W0V29 | Long             | EC               | CORP              | CN        |     19100 | NS      | $40367.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                  | USD/SEK FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8617.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The                                           | Bidvest Group Ltd/The                                              | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |     12075 | NS      | $151564.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                  | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $117939.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS                                                  | China Overseas Land & Investment Ltd                               | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |     50000 | NS      | $130843.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                     | Phillips 66                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      9102 | NS      | $947336.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sany Heavy Industry Co Ltd                                      | Sany Heavy Industry Co Ltd                                         | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |     19700 | NS      | $44801.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                | Hyundai Motor Co                                                   | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |       384 | NS      | $45957.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                         | Sea Ltd                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      1926 | NS      | $100209.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fairfax Financial Holdings Ltd                                  | Fairfax Financial Holdings Ltd                                     | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1153 | NS      | $685020.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                     | Royal Caribbean Cruises Ltd                                        | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      7756 | NS      | $383379.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                 | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $772737.04    | 0.04%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839817.29    | 0.04%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd                                        | Britannia Industries Ltd                                           | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |      2565 | NS      | $133426.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                        | NIKE Inc                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     84068 | NS      | $9836796.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     12818 | NS      | $579758.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodacom Group Ltd                                               | Vodacom Group Ltd                                                  | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |     11554 | NS      | $83273.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA - NY                                       | ROYAL BANK OF CANADA - NY                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1189439.06   | 0.05%             | 2023-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                     | NN Group NV                                                        | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     28960 | NS      | $1184238.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-84168.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                      | AIXTRON SE                                                         | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |     25638 | NS      | $737688.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS PERNOD RICARD SA                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-25683.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                                   | CME Group Inc                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     49491 | NS      | $8322406.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                              | Albertsons Cos Inc                                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     13748 | NS      | $285133.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Westrock Co                                                     | Westrock Co                                                        | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     12772 | NS      | $449063.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd                                                   | FirstRand Ltd                                                      | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     56122 | NS      | $203896.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                              | Midea Group Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |     21400 | NS      | $159527.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                        | CTS Eventim AG & Co KGaA                                           | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |     15741 | NS      | $999222.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                 | TJX Cos Inc/The                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     18331 | NS      | $1459147.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                                  | Knight-Swift Transportation Holdings Inc                           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15003 | NS      | $786307.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co Ltd                                         | Chunghwa Telecom Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     23000 | NS      | $84585.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $73985.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                             | Quanta Services Inc                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     13118 | NS      | $1869315.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NetEase Inc                                                     | NetEase Inc                                                        | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     28910 | NS      | $419311.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    409495 | NS      | $13562474.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Indorama Ventures PCL                                           | Indorama Ventures PCL                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     43500 | NS      | $51073.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                        | Itau Unibanco Holding SA                                           | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     66863 | NS      | $314924.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-99714.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS SMURFIT KAPPA GRP (DUBLIN TRADE)                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-18163.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                       | Shell PLC                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    285096 | NS      | $8037089.21   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Giant Manufacturing Co Ltd                                      | Giant Manufacturing Co Ltd                                         | CUSIP: 000000000<br>LEI: 549300M7TYVF50B2GY12 | Long             | EC               | CORP              | TW        |      6000 | NS      | $39036.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ence Energia y Celulosa SA                                      | Ence Energia y Celulosa SA                                         | CUSIP: 000000000<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |    165693 | NS      | $498460.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Brewery Co Ltd                                        | Chongqing Brewery Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2700 | NS      | $49619.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                 | Ross Stores Inc                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     63621 | NS      | $7384489.47   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                       | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4360.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                    | Ecopetrol SA                                                       | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |      4712 | NS      | $49334.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                           | CUSIP: 89236TKE4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1369905.43   | 0.06%             | 2023-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| FactSet Research Systems Inc                                    | FactSet Research Systems Inc                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2442 | NS      | $979754.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                     | Gap Inc/The                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     18696 | NS      | $210890.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                                    | Alphabet Inc                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     45792 | NS      | $4063124.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS VERALLIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $37963.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-61111.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAL TopCo LLC Equity Units                                      | SAL TopCo LLC Equity Units                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7526 | NS      | $18815.43     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                  | Mitsubishi UFJ Financial Group Inc                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    336300 | NS      | $2257721.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                              | Cooper Cos Inc/The                                                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2607 | NS      | $862056.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                        | Manhattan Associates Inc                                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      6575 | NS      | $798205.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kweichow Moutai Co Ltd                                          | Kweichow Moutai Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1832 | NS      | $455223.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                    | Synopsys Inc                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3092 | NS      | $987244.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raia Drogasil SA                                                | Raia Drogasil SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     45735 | NS      | $205974.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                                   | Lincoln Electric Holdings Inc                                      | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      8629 | NS      | $1246804.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                                               | SK Telecom Co Ltd                                                  | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      1865 | NS      | $69963.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                                      | Axalta Coating Systems Ltd                                         | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     48441 | NS      | $1233792.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                          | Trane Technologies PLC                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     34489 | NS      | $5797256.01   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ASB BANK LIMITED                                                | ASB BANK LIMITED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $600140.16    | 0.03%             | 2023-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                        | NTPC Ltd                                                           | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     56903 | NS      | $114436.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                                         | SABIC Agri-Nutrients Co                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2096 | NS      | $81813.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                       | Apple Inc                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    116170 | NS      | $15093968.10  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                  | Lowe's Cos Inc                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     12575 | NS      | $2505443.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Ltd                                                   | Axis Bank Ltd                                                      | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     20416 | NS      | $229754.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                               | Atmos Energy Corp                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      8565 | NS      | $959879.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ICICI Bank Ltd                                                  | ICICI Bank Ltd                                                     | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     37224 | NS      | $400373.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                            | Saudi Arabian Oil Co                                               | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |     12578 | NS      | $107968.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/DKK FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-350856.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations Inc                                          | Power Integrations Inc                                             | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     15792 | NS      | $1132602.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearwater Analytics Holdings                                   | Clearwater Analytics Holdings Inc                                  | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41053 | NS      | $769743.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UltraTech Cement Ltd                                            | UltraTech Cement Ltd                                               | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |      1249 | NS      | $104806.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                        | Ameriprise Financial Inc                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5888 | NS      | $1833346.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                          | AmerisourceBergen Corp                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7839 | NS      | $1299000.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                                      | Oil & Natural Gas Corp Ltd                                         | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |     25171 | NS      | $44806.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle                                  | China Resources Mixc Lifestyle Services Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9200 | NS      | $46602.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical E                                  | Shenzhen Mindray Bio-Medical Electronics Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2100 | NS      | $95656.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                         | Temasek Financial I Ltd                                            | CUSIP: 87973PAC8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    706000 | PA      | $705251.64    | 0.03%             | 2023-01-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                      | Dover Corp                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      6938 | NS      | $939474.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jade Bird Fire Co Ltd                                           | Jade Bird Fire Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11460 | NS      | $46204.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                                         | NIO Inc                                                            | CUSIP: 000000000<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |      2990 | NS      | $29227.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                      | Genmab A/S                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      4045 | NS      | $1710204.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green                                                     | LONGi Green Energy Technology Co Ltd                               | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |     11400 | NS      | $69340.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                           | Emaar Properties PJSC                                              | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     71820 | NS      | $114260.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Semicon                                  | Vanguard International Semiconductor Corp                          | CUSIP: 000000000<br>LEI: 2549001S5Q158BIJJO13 | Long             | EC               | CORP              | TW        |     11000 | NS      | $27627.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACC Ltd                                                         | ACC Ltd                                                            | CUSIP: 000000000<br>LEI: 335800569A6H12LH4677 | Long             | EC               | CORP              | IN        |      2118 | NS      | $62405.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | USD/HKD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $194.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA - NY                                       | ROYAL BANK OF CANADA - NY                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $767006.93    | 0.04%             | 2023-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LG H&H Co Ltd                                                   | LG H&H Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       308 | NS      | $177275.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                                       | Pool Corp                                                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3977 | NS      | $1202366.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biocon Ltd                                                      | Biocon Ltd                                                         | CUSIP: 000000000<br>LEI: 335800NK3L7QCHLOC198 | Long             | EC               | CORP              | IN        |     12817 | NS      | $40503.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                     | Cencosud SA                                                        | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |     20138 | NS      | $33151.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                         | Procter & Gamble Co/The                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6751 | NS      | $1023181.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                      | LPL Financial Holdings Inc                                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      5140 | NS      | $1111113.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $356196.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                    | Keyence Corp                                                       | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     15400 | NS      | $5978969.65   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                           | Travelers Cos Inc/The                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6534 | NS      | $1225059.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                                   | Confluent Inc                                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     22091 | NS      | $491303.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE ENERGY CORP                                                 | OGE Energy Corp                                                    | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358483.46    | 0.02%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp                                             | Dollar General Corp                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     10969 | NS      | $2701116.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                        | Jackson National Life Global Funding                               | CUSIP: 46849LTN1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    542000 | PA      | $541992.82    | 0.03%             | 2023-01-06      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                      | Deere & Co                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     28038 | NS      | $12021572.88  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| China Life Insurance Co Ltd                                     | China Life Insurance Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     91000 | NS      | $155313.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                             | Eastman Chemical Co                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     40602 | NS      | $3306626.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                       | CubeSmart                                                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25150 | NS      | $1012287.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Palo Alto Networks Inc                                          | Palo Alto Networks Inc                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      7766 | NS      | $1083667.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Gr                                  | Hartford Financial Services Group Inc/The                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7136 | NS      | $541122.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS LLOYDS BANKING GROUP PLC                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-27266.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                               | SUNCOR ENERGY INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $896345.87    | 0.04%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                 | CVS Health Corp                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12568 | NS      | $1171211.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN NETWORKS PFD                                            | GOODMAN NETWORKS INC PFD SER 1                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1772 | NS      | $17.72        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| S-Oil Corp                                                      | S-Oil Corp                                                         | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |      1453 | NS      | $96704.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAI TIAN                                                        | Foshan Haitian Flavouring & Food Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21393 | NS      | $245491.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                            | Keurig Dr Pepper Inc                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     12120 | NS      | $432199.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                              | Home Depot Inc/The                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1146 | NS      | $361975.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud AB                                                     | Billerud AB                                                        | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |     42248 | NS      | $515369.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                  | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     24678 | NS      | $17958014.74  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| CG SERVICES                                                     | Country Garden Services Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | CN        |     29000 | NS      | $71141.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                | MercadoLibre Inc                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       329 | NS      | $278412.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                        | CUSIP: 02665WDV0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    542000 | PA      | $541725.46    | 0.03%             | 2023-02-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GFT Technologies SE                                             | GFT Technologies SE                                                | CUSIP: 000000000<br>LEI: 5299002FNBSGW23ULF72 | Long             | EC               | CORP              | DE        |     13597 | NS      | $494057.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                                     | China Merchants Bank Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |     47500 | NS      | $262858.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet Inc                                                   | Envestnet Inc                                                      | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     12219 | NS      | $753912.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Delivery Hero SE                                                | Delivery Hero SE                                                   | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |     31360 | NS      | $1504958.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                      | JD.com Inc                                                         | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     29779 | NS      | $831329.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc                                    | National Vision Holdings Inc                                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      9453 | NS      | $366398.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ORACLE CORP                                                     | Oracle Corp                                                        | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1885208.79   | 0.09%             | 2023-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                                    | QUALCOMM Inc                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8966 | NS      | $985722.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                               | Post Holdings Inc                                                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7755 | NS      | $699966.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Etihad Etisalat Co                                              | Etihad Etisalat Co                                                 | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |      6979 | NS      | $64512.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                     | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2344000 | PA      | $2338201.41   | 0.11%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                       | IDEX Corp                                                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2691 | NS      | $614436.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Brixmor Property Group Inc                                      | Brixmor Property Group Inc                                         | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     30727 | NS      | $696581.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | DOW JONES US REAL ESTATE INDEX                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |       447 | NC      | $-389918.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                                    | Focus Financial Partners Inc                                       | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     24818 | NS      | $924966.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung Electro-Mechanics Co L                                  | Samsung Electro-Mechanics Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       341 | NS      | $35413.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                        | Volvo AB                                                           | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    409148 | NS      | $7390684.85   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp                                                    | Silergy Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5000 | NS      | $70624.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                          | Tyler Technologies Inc                                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      3006 | NS      | $969164.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Bank Bhd                                                 | Public Bank Bhd                                                    | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |    161600 | NS      | $158457.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE/NEW YORK NY (02/03/2023)                          | CREDIT SUISSE/NEW YORK NY (02/03/2023)                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498100.22    | 0.02%             | 2023-02-03      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I                                  | BJ's Wholesale Club Holdings Inc                                   | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     15070 | NS      | $997031.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                            | First Advantage Corp                                               | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     51716 | NS      | $672308.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK - NEW YO                                | STANDARD CHARTERED BANK - NEW YO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1140887.42   | 0.05%             | 2023-08-11      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Certara Inc                                                     | Certara Inc                                                        | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34879 | NS      | $560505.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                                          | Accton Technology Corp                                             | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     14000 | NS      | $106313.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                          | UnitedHealth Group Inc                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     32487 | NS      | $17223957.66  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                              | Deutsche Boerse AG                                                 | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     19827 | NS      | $3414014.90   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                  | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    502000 | PA      | $483540.10    | 0.02%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                          | First Republic Bank/CA                                             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      4200 | NS      | $511938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE (U.S.) INC.                                            | ENBRIDGE (U.S.) INC.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1417668.69   | 0.07%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                             | Richter Gedeon Nyrt                                                | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      2596 | NS      | $57645.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                             | Vulcan Materials Co                                                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     10529 | NS      | $1843733.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                   | Martin Marietta Materials Inc                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      3106 | NS      | $1049734.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                            | JBG SMITH Properties                                               | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14764 | NS      | $280220.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                   | CITIGROUP GLOBAL MARKETS INC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $730923.60    | 0.03%             | 2023-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $148820.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                           | General Dynamics Corp                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3126 | NS      | $775591.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skshu Paint Co Ltd                                              | Skshu Paint Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3000 | NS      | $49175.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen Beheer BV                                                 | Alfen Beheer BV                                                    | CUSIP: 000000000<br>LEI: 724500HDW6IWR9J5YT90 | Long             | EC               | CORP              | NL        |      7425 | NS      | $672244.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                        | Federal Farm Credit Banks Funding Corp                             | CUSIP: 3133EN3A6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1030000 | PA      | $1030312.41   | 0.05%             | 2023-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                           | Northrop Grumman Corp                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4918 | NS      | $2683309.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                       | First Abu Dhabi Bank PJSC                                          | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     14597 | NS      | $67822.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongguan Yiheda Automation Co                                   | Dongguan Yiheda Automation Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3300 | NS      | $31311.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                       | Neste Oyj                                                          | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     15772 | NS      | $727357.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | 10 YEAR US TREASURY NOTE                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2542 | NC      | $-574497.34   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                             | SOCIETE GENERALE SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249850.31    | 0.01%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                     | TRS BP PLC                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |         1 | NC      | $64650.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $344215.22    | 0.02%             | 2023-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eletrobras SA                                                   | Centrais Eletricas Brasileiras SA                                  | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     11684 | NS      | $92872.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzhou Maxwell Technologies Co                                  | Suzhou Maxwell Technologies Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $35619.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                        | Crowdstrike Holdings Inc                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      3278 | NS      | $345140.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                             | BellRing Brands Inc                                                | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     15393 | NS      | $394676.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Duerr AG                                                        | Duerr AG                                                           | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |     11724 | NS      | $392784.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc                                                    | Evercore Inc                                                       | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      8961 | NS      | $977465.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                       | Nokia Oyj                                                          | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    154540 | NS      | $717946.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                                  | SS&C Technologies Holdings Inc                                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     16345 | NS      | $850920.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                | Coca-Cola Co/The                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     52722 | NS      | $3353646.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO BANK LTD - NEW YORK                                      | MIZUHO BANK LTD - NEW YORK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1059703.33   | 0.05%             | 2023-12-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC 01/17/2023                                        | AMERICAN ELEC 01/17/2023                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498840.75    | 0.02%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                      | Loews Corp                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     28199 | NS      | $1644847.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                     | NVIDIA Corp                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     20051 | NS      | $2930253.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                | S&P500 EMINI                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       996 | NC      | $-4931268.98  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Dingli                                                 | Zhejiang Dingli Machinery Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8900 | NS      | $61346.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                                        | Oversea-Chinese Banking Corp Ltd/New York                          | CUSIP: 69033MQ67<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1032207.80   | 0.05%             | 2023-01-24      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                                  | Wendy's Co/The                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     45480 | NS      | $1029212.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                | Wells Fargo & Co                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    189601 | NS      | $7828625.29   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                         | Charles Schwab Corp/The                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     28578 | NS      | $2379404.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                          | Guidewire Software Inc                                             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     10838 | NS      | $678025.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nien Made Enterprise Co Ltd                                     | Nien Made Enterprise Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $47777.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                            | HCL Technologies Ltd                                               | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      6036 | NS      | $75696.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                   | Coloplast A/S                                                      | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |     20627 | NS      | $2416509.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| New Wave Group AB                                               | New Wave Group AB                                                  | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     25359 | NS      | $501893.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                       | Keysight Technologies Inc                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3577 | NS      | $611917.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                                    | United Microelectronics Corp                                       | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     38000 | NS      | $49927.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                             | International Business Machines Corp                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4227 | NS      | $595542.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd                                                     | Genpact Ltd                                                        | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |       886 | NS      | $41039.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED              | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $103042.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORPORAT 20230425                       | SUMITOMO MITSUI BANKING CORPORAT 20230425                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $744880.47    | 0.03%             | 2023-04-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                              | Anglo American PLC                                                 | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     77294 | NS      | $3026824.45   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Vanke Co Ltd                                              | China Vanke Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900E66UJ2DWY7KW55 | Long             | EC               | CORP              | CN        |     45300 | NS      | $91131.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                                    | Simpson Manufacturing Co Inc                                       | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      9341 | NS      | $828173.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                           | Deutsche Lufthansa AG                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    115200 | NS      | $949601.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                           | American Homes 4 Rent                                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     21246 | NS      | $640354.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA Sports Products Ltd                                        | ANTA Sports Products Ltd                                           | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |     11800 | NS      | $153479.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                   | HDFC Bank Ltd                                                      | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     94498 | NS      | $6464608.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                              | CUSIP: 06675FAR8<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $251981.39    | 0.01%             | 2023-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                            | Booking Holdings Inc                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3523 | NS      | $7099831.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                           | Schneider Electric SE                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     29724 | NS      | $4174279.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                              | POSCO Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       827 | NS      | $180990.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIXING NBM                                                     | Zhejiang Weixing New Building Materials Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23170 | NS      | $71208.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                                  | Telkom Indonesia Persero Tbk PT                                    | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    706000 | NS      | $170013.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                      | US Bancorp                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     58277 | NS      | $2541459.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                     | Hubbell Inc                                                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3051 | NS      | $716008.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                            | Tencent Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    161300 | NS      | $6839178.69   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                    | Thermo Fisher Scientific Inc                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2064 | NS      | $1136624.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                        | Western Alliance Bancorp                                           | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     16943 | NS      | $1009125.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fubon Financial Holding Co Ltd                                  | Fubon Financial Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |     59660 | NS      | $109119.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                       | Toronto-Dominion Bank/The                                          | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     76863 | NS      | $4976794.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999521.22    | 0.05%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | NOK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $27751.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                          | Localiza Rent a Car SA                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |        51 | NS      | $103.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                  | American Electric Power Co Inc                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4478 | NS      | $425186.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DBS BANK LTD 0 CP 07/06/2023                                    | DBS BANK LTD 0 CP 07/06/2023                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $825760.53    | 0.04%             | 2023-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oppein Home Group Inc                                           | Oppein Home Group Inc                                              | CUSIP: 000000000<br>LEI: 6556007044PK3S44WF71 | Long             | EC               | CORP              | CN        |      3200 | NS      | $56008.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                                      | Commerce Bancshares Inc/MO                                         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9680 | NS      | $658917.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                        | PGIM Institutional Money Market Fund - D                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  45904008 | NS      | $45885646.36  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BKG CORP 0 CP 23/08/2023                                | WESTPAC BKG CORP 0 CP 23/08/2023                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $882268.09    | 0.04%             | 2023-08-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                      | AMETEK Inc                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      8203 | NS      | $1146123.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                            | Westpac Banking Corp                                               | CUSIP: 961214DS9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    702000 | PA      | $701711.97    | 0.03%             | 2023-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Siam Cement PCL/The                                             | Siam Cement PCL/The                                                | CUSIP: 000000000<br>LEI: 529900SEH9QK8ZZDCQ89 | Long             | EC               | CORP              | TH        |     10100 | NS      | $99671.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                      | Zoetis Inc                                                         | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228659.89    | 0.01%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                            | Hyundai Mobis Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       776 | NS      | $123087.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LIMITED                                   | WESTPAC SECURITIES NZ LIMITED                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493889.92   | 0.07%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                | CME E-MINI RUSSELL 2000 INDEX                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -374 | NC      | $763078.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                                  | Stericycle Inc                                                     | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     17782 | NS      | $887143.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or                                  | Hellenic Telecommunications Organization SA                        | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      5317 | NS      | $83046.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                   | ALIMENTATION COUCHE-TARD INC.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $548119.95    | 0.03%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                              | Samsung SDI Co Ltd                                                 | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |       171 | NS      | $80291.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                        | Kia Corp                                                           | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      3018 | NS      | $141998.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG Packaging PCL                                               | SCG Packaging PCL                                                  | CUSIP: 000000000<br>LEI: 254900GZ121E5NIATI41 | Long             | EC               | CORP              | TH        |     31300 | NS      | $51475.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                                   | Tata Consultancy Services Ltd                                      | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |      6558 | NS      | $257907.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co Ltd                                          | NARI Technology Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10300 | NS      | $36157.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                 | AstraZeneca PLC                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     84272 | NS      | $11403635.01  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     23510 | NS      | $7387724.94   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBIO Vereinigte BioEnergie A                                  | VERBIO Vereinigte BioEnergie AG                                    | CUSIP: 000000000<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |      8904 | NS      | $577268.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                                   | Budweiser Brewing Co APAC Ltd                                      | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | HK        |     63400 | NS      | $198188.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                                  | GAIL India Ltd                                                     | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |     43158 | NS      | $50117.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                               | Lam Research Corp                                                  | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1498 | NS      | $629609.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPEC CORP                                                    | China Petroleum & Chemical Corp                                    | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |    180000 | NS      | $86726.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     53173 | NS      | $4520768.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alinma Bank                                                     | Alinma Bank                                                        | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |     16878 | NS      | $146147.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK (NY)                                           | Norinchukin BK NY BR                                               | CUSIP: 65602Y2B5<br>LEI: 549300KQZJBM38M51L16 | Long             | DBT              | CORP              | US        |    986000 | PA      | $986379.84    | 0.05%             | 2023-02-27      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                | Vail Resorts Inc                                                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      4857 | NS      | $1157665.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mastercard Inc                                                  | Mastercard Inc                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     52376 | NS      | $18212706.48  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank/The                                         | Saudi National Bank/The                                            | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     12210 | NS      | $164340.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                              | PPG Industries Inc                                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     15672 | NS      | $1970597.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc                                        | Lennox International Inc                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      4183 | NS      | $1000699.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Leidos Holdings Inc                                             | Leidos Holdings Inc                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     14297 | NS      | $1503901.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                            | Progressive Corp/The                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     69251 | NS      | $8982547.21   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                                      | Globant SA                                                         | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | UY        |      3262 | NS      | $548537.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS LVMH MOET HENNESSY LOUIS                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-168281.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                   | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8577000 | PA      | $8228224.36   | 0.38%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aramark                                                         | Aramark                                                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     17783 | NS      | $735149.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                                   | Zoom Video Communications Inc                                      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      9347 | NS      | $633165.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                                  | Reynolds Consumer Products Inc                                     | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26560 | NS      | $796268.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| National Retail Properties Inc                                  | National Retail Properties Inc                                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     21707 | NS      | $993312.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PSBC                                                            | Postal Savings Bank of China Co Ltd                                | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |    121000 | NS      | $74876.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group NY Branch 0 CP 15/12/2023 | Australia & New Zealand Banking Group NY Branch 0 CP 15/12/2023    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1165272.75   | 0.05%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                      | TransUnion                                                         | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     18410 | NS      | $1044767.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                                    | Woodward Inc                                                       | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      7792 | NS      | $752785.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Techtronic Industries Co Ltd                                    | Techtronic Industries Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     21000 | NS      | $233243.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                | FIDELITY NATIONAL INFORMATION SE                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $624524.89    | 0.03%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I                                  | Ryman Hospitality Properties Inc                                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      8130 | NS      | $664871.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                     | Moelis & Co                                                        | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     20697 | NS      | $794143.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Corp PLC                                                  | Eaton Corp PLC                                                     | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     45742 | NS      | $7179206.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica de Minas Gerais                                  | Cia Energetica de Minas Gerais                                     | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |     17466 | NS      | $36134.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                                        | China Resources Land Ltd                                           | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |     38000 | NS      | $172876.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft Inc                                                        | Lyft Inc                                                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     29900 | NS      | $329498.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LG Chem Ltd                                                     | LG Chem Ltd                                                        | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       868 | NS      | $414495.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                 | McDonald's Corp                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     24313 | NS      | $6407204.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotte Chemical Corp                                             | Lotte Chemical Corp                                                | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |        51 | NS      | $1450.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                            | Williams Cos Inc/The                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     25748 | NS      | $847109.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                   | Jardine Matheson Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      1400 | NS      | $71219.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                        | RELX PLC                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    152832 | NS      | $4233609.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                               | Kinder Morgan Inc                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     49476 | NS      | $894526.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                | CANADIAN IMPERIAL BANK OF COMMER                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1831274.14   | 0.08%             | 2023-07-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                            | MGIC Investment Corp                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     33903 | NS      | $440739.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Networks Inc                                            | Goodman Networks Inc                                               | CUSIP: 38239H105<br>LEI: 549300UMUT10TOBP5N08 | Long             | EC               | CORP              | US        |      1490 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                     | B3 SA - Brasil Bolsa Balcao                                        | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     50783 | NS      | $126887.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                  | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12318.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                          | ICE US MSCI EMERGING MARKETS EM INDEX                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      1582 | NC      | $-666434.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                      | Allianz SE                                                         | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     32533 | NS      | $6947676.43   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                       | Zijin Mining Group Co Ltd                                          | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    116000 | NS      | $155903.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DnB Bank ASA 0 05/15/2023                                       | DnB Bank ASA 0 05/15/2023                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   1900000 | PA      | $1866824.31   | 0.09%             | 2023-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                     | Oracle Corp                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     18252 | NS      | $1491918.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                       | Packaging Corp of America                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6465 | NS      | $826938.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB 20230601                       | SKANDINAVISKA ENSKILDA BANKEN AB 20230601                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $743108.09    | 0.03%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                          | Yum China Holdings Inc                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      4287 | NS      | $234284.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                                       | SCB X PCL                                                          | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     33300 | NS      | $102724.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                         | Sberbank of Russia PJSC                                            | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     18600 | NS      | $1.86         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Syneos Health Inc                                               | Syneos Health Inc                                                  | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     15790 | NS      | $579177.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                  | BNP Paribas SA                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     19724 | NS      | $1123068.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                                   | Timken Co/The                                                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      5296 | NS      | $374268.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                                | EPAM Systems Inc                                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       550 | NS      | $180257.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                                  | MSA Safety Inc                                                     | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      8918 | NS      | $1285886.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insuranc                                  | Samsung Fire & Marine Insurance Co Ltd                             | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       815 | NS      | $128965.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                        | Bank Central Asia Tbk PT                                           | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   6924600 | NS      | $3797023.12   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                           | Encompass Health Corp                                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     21403 | NS      | $1280113.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                                     | Jack Henry & Associates Inc                                        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3700 | NS      | $649572.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                          | RWE AG                                                             | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |    182206 | NS      | $8054913.64   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                                       | Montage Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4588 | NS      | $41460.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $186769.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings                                   | WillScot Mobile Mini Holdings Corp                                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     31240 | NS      | $1411110.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                        | Allegro MicroSystems Inc                                           | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25263 | NS      | $758395.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kotak Mahindra Bank Ltd                                         | Kotak Mahindra Bank Ltd                                            | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |      7605 | NS      | $167319.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                                     | Dr Reddy's Laboratories Ltd                                        | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      1972 | NS      | $100855.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                              | TSE TOPIX (TOKYO PRICE INDEX)                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |      -232 | NC      | $266389.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAN'S LASER                                                     | Han's Laser Technology Industry Group Co Ltd                       | CUSIP: 000000000<br>LEI: 300300MZXZR87BGKOZ23 | Long             | EC               | CORP              | CN        |     15000 | NS      | $55383.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INDUSTRIA DE DISENO TEXTIL                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $2701.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | HKD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-125.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS RECKITT BENCKISER GROUP PLC                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-29372.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Hol                                  | Laboratory Corp of America Holdings                                | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      3049 | NS      | $717978.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                                                    | Gazprom PJSC                                                       | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    165440 | NS      | $0.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Amgen Inc                                                       | Amgen Inc                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2600 | NS      | $682864.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                           | Truist Financial Corp                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    170820 | NS      | $7350384.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EP Energy Corp                                                  | EP Energy Corp                                                     | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      6875 | NS      | $48125.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CRRC TIMES ELEC                                                 | Zhuzhou CRRC Times Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900PLNH7NQLN00B53 | Long             | EC               | CORP              | CN        |      8000 | NS      | $39513.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-53660.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                           | NXP Semiconductors NV                                              | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     99071 | NS      | $15656190.13  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 22/11/2023                   | AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 22/11/2023                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $887728.71    | 0.04%             | 2023-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                             | American Express Co                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     36125 | NS      | $5337468.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                       | Dick's Sporting Goods Inc                                          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      5143 | NS      | $618651.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Asian Paints Ltd                                                | Asian Paints Ltd                                                   | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |       435 | NS      | $16171.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                 | Weyerhaeuser Co                                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     32696 | NS      | $1013576.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Housing Development Finance Co                                  | Housing Development Finance Corp Ltd                               | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |    230784 | NS      | $7336845.93   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                                  | Shinhan Financial Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      5771 | NS      | $160661.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                                | HealthEquity Inc                                                   | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     13050 | NS      | $804402.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                                 | Morningstar Inc                                                    | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      4569 | NS      | $989599.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                             | Erste Group Bank AG                                                | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     18542 | NS      | $593255.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                   | UniCredit SpA                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    103105 | NS      | $1463014.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                          | Reliance Standard Life Global Funding II                           | CUSIP: 75951AAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $432259.94    | 0.02%             | 2023-01-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11450.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                       | Safran SA                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     13828 | NS      | $1732012.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS'' FINANCE TRUST                                | ONTARIO TEACHERS'' FINANCE TRUST                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1292623.03   | 0.06%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                           | Hyundai Glovis Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       793 | NS      | $102956.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL DBA                                 | GOLDMAN SACHS INTERNATIONAL DBA                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $736448.17    | 0.03%             | 2023-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                 | Baker Hughes Co                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225233 | NS      | $6651130.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| XP Inc                                                          | XP Inc                                                             | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |      1093 | NS      | $16766.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                    | Teradyne Inc                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     19363 | NS      | $1691358.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                  | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1616.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MONTREAL CHICAGO ILL 0 CP 06/11/2023                       | BANK MONTREAL CHICAGO ILL 0 CP 06/11/2023                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046000 | PA      | $999580.64    | 0.05%             | 2023-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                                    | DBS BANK LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1989025.00   | 0.09%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127021.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK - NEW YO 20230526                       | STANDARD CHARTERED BANK - NEW YO 20230526                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $687300.97    | 0.03%             | 2023-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                                 | ICU Medical Inc                                                    | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      4892 | NS      | $770392.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                            | Taiwan Semiconductor Manufacturing Co Ltd                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    145925 | NS      | $10869953.25  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                      | Verizon Communications Inc                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     69333 | NS      | $2731720.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                            | Freeport-McMoRan Inc                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     17129 | NS      | $650902.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergreen Marine Corp Taiwan L                                  | Evergreen Marine Corp Taiwan Ltd                                   | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      5800 | NS      | $30654.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                       | Alibaba Group Holding Ltd                                          | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    112652 | NS      | $1236120.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                                                 | Q2 Holdings Inc                                                    | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     21896 | NS      | $588345.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTL                                                   | Shenzhou International Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | CN        |      3800 | NS      | $42377.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAIRE'S PRIVATE PLACEMENT                                      | CLAIRE'S PRIVATE PLACEMENT                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $93900.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Allegro.eu SA                                                   | Allegro.eu SA                                                      | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | PL        |      4436 | NS      | $25602.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                             | Hexatronic Group AB                                                | CUSIP: 000000000<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |     62778 | NS      | $855239.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias do Brasil SA                                     | EDP - Energias do Brasil SA                                        | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |     13079 | NS      | $51624.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                                   | MTN Group Ltd                                                      | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     17409 | NS      | $130023.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                  | Blackstone Inc                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     11999 | NS      | $890205.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUYAO GLASS                                                     | Fuyao Glass Industry Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     23200 | NS      | $96871.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laobaixing Pharmacy Chain JSC                                   | Laobaixing Pharmacy Chain JSC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12448 | NS      | $72789.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                              | Royalty Pharma PLC                                                 | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |     19488 | NS      | $770165.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minor International PCL                                         | Minor International PCL                                            | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | EC               | CORP              | TH        |     80600 | NS      | $74989.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                      | ANDRITZ AG                                                         | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     14093 | NS      | $806713.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/NY (20230601)                             | TORONTO-DOMINION BANK/NY (20230601)                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $684848.97    | 0.03%             | 2023-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                         | Maruti Suzuki India Ltd                                            | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |      1658 | NS      | $167732.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90468.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                          | Dr Ing hc F Porsche AG                                             | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      6263 | NS      | $632021.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hundsun Technologies Inc                                        | Hundsun Technologies Inc                                           | CUSIP: 000000000<br>LEI: 3003003LS77D1DRDDE25 | Long             | EC               | CORP              | CN        |      7520 | NS      | $43810.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                          | Hindustan Unilever Ltd                                             | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |      7946 | NS      | $245479.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                          | T Rowe Price Group Inc                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      4662 | NS      | $508437.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American International Group I                                  | American International Group Inc                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4928 | NS      | $311646.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                                       | Baidu Inc                                                          | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |      1033 | NS      | $118154.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUFG BANK LTD/NY                                                | MUFG BANK LTD/NEW YORK NY                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1006723.11   | 0.05%             | 2023-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                       | adidas AG                                                          | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     14986 | NS      | $2030999.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                      | Intuit Inc                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     20842 | NS      | $8112123.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                                  | Federal Realty Investment Trust                                    | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5465 | NS      | $552183.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                         | MMC Norilsk Nickel PJSC                                            | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |      1439 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PNC Financial Services Group I                                  | PNC Financial Services Group Inc/The                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      7401 | NS      | $1168913.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnitogorsk Iron & Steel Work                                  | Magnitogorsk Iron & Steel Works PJSC                               | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |    112615 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleo Brasileiro SA                                          | Petroleo Brasileiro SA                                             | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     60452 | NS      | $280477.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                       | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1217940.10   | 0.06%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                       | Wuxi Biologics Cayman Inc                                          | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |     50000 | NS      | $378695.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                          | Berkshire Hathaway Inc                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7673 | NS      | $2370189.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co Ltd                                         | Largan Precision Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $132198.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 12/09/2023                   | AUSTRALIA&NEW ZEALAND BKG GRP 0 CP 12/09/2023                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    841000 | PA      | $811516.41    | 0.04%             | 2023-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BeiGene Ltd                                                     | BeiGene Ltd                                                        | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |        95 | NS      | $20894.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAR Group Ltd/The                                              | SPAR Group Ltd/The                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      4239 | NS      | $28321.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                 | ASML Holding NV                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1823 | NS      | $996087.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                       | Nestle SA                                                          | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     97364 | NS      | $11246460.52  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                   | Medtronic PLC                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5216 | NS      | $405387.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Ltd                                       | Capitec Bank Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2788 | NS      | $303492.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                                      | Sysco Corp                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      5166 | NS      | $394940.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems Inc                                               | Cisco Systems Inc                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      9158 | NS      | $436287.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Ltd                                                   | Discovery Ltd                                                      | CUSIP: 000000000<br>LEI: 378900245A26169C8132 | Long             | EC               | CORP              | ZA        |      7922 | NS      | $57302.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | TRS PRUDENTIAL PLC                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $77978.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                  | ServiceNow Inc                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2166 | NS      | $840992.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Properties Ltd                                           | Godrej Properties Ltd                                              | CUSIP: 000000000<br>LEI: 335800KM3Y5NZWXOE183 | Long             | EC               | CORP              | IN        |      2325 | NS      | $34365.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                      | SolarEdge Technologies Inc                                         | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |      3424 | NS      | $969916.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDEA BANK ABP                                                 | Nordea Bank Abp                                                    | CUSIP: 65557CAZ6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    700000 | PA      | $699694.31    | 0.03%             | 2023-08-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                        | RLI Corp                                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7213 | NS      | $946850.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                              | Union Pacific Corp                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     31714 | NS      | $6567017.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                                           | Delta Electronics Inc                                              | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     50000 | NS      | $463499.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                 | Yum! Brands Inc                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     32904 | NS      | $4214344.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986959.00   | 0.09%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                        | Constellation Brands Inc                                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4003 | NS      | $927695.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                         | MMC Norilsk Nickel PJSC                                            | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |         8 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tesla Inc                                                       | Tesla Inc                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     41085 | NS      | $5060850.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                              | Crown Holdings Inc                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     10994 | NS      | $903816.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                        | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP | CUSIP: 166754AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1887058.89   | 0.09%             | 2023-05-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                  | Merck & Co Inc                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7100 | NS      | $787745.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OOIL                                                            | Orient Overseas International Ltd                                  | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |      1000 | NS      | $18023.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8768.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | TRS JD SPORTS FASHION PLC                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1658.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d                                  | Grupo Financiero Banorte SAB de CV                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     47774 | NS      | $343818.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                    | Citizens Financial Group Inc                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     27447 | NS      | $1080588.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                                      | Signature Bank/New York NY                                         | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      7137 | NS      | $822325.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIENTAL YUHONG                                                 | Beijing Oriental Yuhong Waterproof Technology Co Ltd               | CUSIP: 000000000<br>LEI: 300300XMIXB7STDZWT60 | Long             | EC               | CORP              | CN        |      9000 | NS      | $43434.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                               | Eicher Motors Ltd                                                  | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      1775 | NS      | $69028.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baosight                                                        | Shanghai Baosight Software Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9640 | NS      | $62280.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TINGYI                                                          | Tingyi Cayman Islands Holding Corp                                 | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |     24000 | NS      | $42336.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     85790 | NS      | $5385313.14   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman Inc                                          | ZTO Express Cayman Inc                                             | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | CN        |      1750 | NS      | $47408.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                                  | Mid-America Apartment Communities Inc                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     10199 | NS      | $1601141.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEN Corp                                                       | ACEN Corp                                                          | CUSIP: 000000000<br>LEI: 549300LGUZQ61GQQXQ60 | Long             | EC               | CORP              | PH        |     15270 | NS      | $2099.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                              | Analog Devices Inc                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     47186 | NS      | $7739919.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                  | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $51528.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                                   | Welltower Inc                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      4309 | NS      | $282454.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                 | ASML Holding NV                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     26222 | NS      | $14297600.85  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                             | Arista Networks Inc                                                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      3103 | NS      | $376549.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer