# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-23-044009
**Filing Date:** 2023-2
**Character Count:** 423473
**Document Hash:** 68d15846f444fb4b90d635c5d7085aa8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044009.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 23678677

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### Schroders Global Multi-Asset Portfolio (Series ID: S000036842)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000112671 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

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

- **a. Name of Series:** Schroders Global Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000036842

- **c. LEI of Series:** 8OCFT4TTGW72E43PUE28

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1286885119.19

**Total Liabilities:** $227888729.45

**Net Assets:** $1058996389.74

**Amount of Assets Invested in Other Investment Companies:** $10163.94

**Cash Not Reported:** $12849299.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -316.07000000 | **1-Year:** -10616.05000000 | **5-Year:** -78208.58000000 | **10-Year:** -126186.01000000 | **30-Year:** -78319.37000000

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

- **3-Month:** -14.65000000 | **1-Year:** -1070.15000000 | **5-Year:** -1624.23000000 | **10-Year:** -3685.97000000 | **30-Year:** -6600.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112671 | 1.88%                | 5.64%                | -2.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7929638.40             | $44542242.89                               |
| Month 2  | $-9541525.54             | $67468425.93                               |
| Month 3  | $-355704.04              | $-33925506.48                              |

**Designated Index Information**

- **Index Name:** 60% MSCI World Index 40% Bloomberg US Corporate Bond Index

- **Index Identifier:** 60%MXWO 40%LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1312000 | PA      | $1247495.53   | 0.12%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WESCO International Inc                                   | WESCO International Inc                                                                       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1597 | NS      | $199944.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      5075 | NS      | $1087572.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3843 | NS      | $375960.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                                               | B2Gold Corp                                                                                   | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     16096 | NS      | $57180.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                                                 | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |      1494 | NS      | $32753.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      6700 | NS      | $289541.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                                   | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   6801000 | PA      | $5410462.51   | 0.51%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Advantage Energy Ltd                                      | Advantage Energy Ltd                                                                          | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |     11814 | NS      | $82628.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                   | Nexstar Media Group Inc                                                                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1448 | NS      | $253443.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                           | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   6606000 | PA      | $5228955.52   | 0.49%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| EQT Corp                                                  | EQT Corp                                                                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1792 | NS      | $60623.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                              | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $3983965.94   | 0.38%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Pure Storage Inc                                          | Pure Storage Inc                                                                              | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5017 | NS      | $134254.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                          | EPAM Systems Inc                                                                              | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       461 | NS      | $151088.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                           | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      2755 | NS      | $2001355.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PHP                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $31586.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                                                 | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     38707 | NS      | $192830.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     36967 | NS      | $1761107.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                          | Mazda Motor Corp                                                                              | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     28300 | NS      | $213920.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp                                                                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2985 | NS      | $647327.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                                       | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $949520.62    | 0.09%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1118000 | PA      | $983595.86    | 0.09%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| OMV AG                                                    | OMV AG                                                                                        | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      2974 | NS      | $153566.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10423 | NS      | $1381985.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6053 | NS      | $2355948.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7160 | NS      | $274228.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5165 | NS      | $260264.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                                                      | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      2862 | NS      | $114651.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                 | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      7783 | NS      | $239979.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                           | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      8097 | NS      | $202300.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc                                             | BlackRock Inc                                                                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2044 | NS      | $1448439.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       652 | NS      | $167179.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     17385 | NS      | $164809.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8724 | NS      | $1516580.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Nokia Oyj                                                 | Nokia Oyj                                                                                     | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     44074 | NS      | $204785.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8711 | NS      | $2145083.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                                   | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      7400 | NS      | $231375.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10209 | NS      | $2724169.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| L'Oreal SA                                                | L'Oreal SA                                                                                    | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      3167 | NS      | $1136138.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                                     | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    257269 | NS      | $59776.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                                    | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3902000 | PA      | $3307446.99   | 0.31%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                    | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      6823 | NS      | $953309.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3074724.44   | 0.29%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SMC Corp                                                  | SMC Corp                                                                                      | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       600 | NS      | $253937.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      7472 | NS      | $251358.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                                 | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1519000 | PA      | $1148218.49   | 0.11%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       580 | NS      | $137837.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DoubleVerify Holdings Inc                                 | DoubleVerify Holdings Inc                                                                     | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2771 | NS      | $60851.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                                  | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1966890.71   | 0.19%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | PURCHASED PHP / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |         1 | NC      | $167564.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                          | Societe Generale                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   3400000 | PA      | $3400000.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |      3841 | NS      | $251777.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      5400 | NS      | $137214.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KBC Group NV                                              | KBC Group NV                                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      2866 | NS      | $184018.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                                      | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       508 | NS      | $236306.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                                                           | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      7300 | NS      | $165892.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                                    | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $234485.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Aegon NV                                                  | Aegon NV                                                                                      | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     15013 | NS      | $76158.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     10100 | NS      | $112413.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     16501 | NS      | $298777.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3149 | NS      | $408456.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2026000 | PA      | $1962255.68   | 0.19%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1482 | NS      | $260179.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      4098 | NS      | $624617.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4031 | NS      | $1164072.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp                                                                        | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      2515 | NS      | $191819.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |      -136 | NC      | $445165.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD GBP                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-39730.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      6095 | NS      | $373745.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     22292 | NS      | $1485761.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                  | Okta Inc                                                                                      | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1369 | NS      | $93543.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                                          | Societe Generale                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     13876 | NS      | $2873303.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      8121 | NS      | $167708.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                               | Toro Co/The                                                                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       890 | NS      | $100748.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                                 | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     23200 | NS      | $265124.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     45993 | NS      | $8124663.45   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     14200 | NS      | $3742126.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                          | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4387000 | PA      | $4287195.75   | 0.40%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NetApp Inc                                                | NetApp Inc                                                                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4106 | NS      | $246606.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     35600 | NS      | $219124.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     21478 | NS      | $221979.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                      | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $817110.26    | 0.08%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                                 | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1640087.32   | 0.15%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      3870 | NS      | $548843.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15312 | NS      | $8118116.16   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Exact Sciences Corp                                       | Exact Sciences Corp                                                                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1397 | NS      | $69165.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aisin Corp                                                | Aisin Corp                                                                                    | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      3600 | NS      | $95887.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    233386 | NS      | $1357194.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| COMCAST CORP                                              | Comcast Corp                                                                                  | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5246000 | PA      | $3369217.01   | 0.32%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      6621 | NS      | $446110.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Clorox Co/The                                             | Clorox Co/The                                                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       690 | NS      | $96827.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Montreal                                          | Bank of Montreal                                                                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     13413 | NS      | $1215094.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                    | PURCHASED USD / SOLD ZAR                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-92796.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                                 | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |   1116000 | PA      | $877820.51    | 0.08%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                                       | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      5393 | NS      | $389180.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3370 | NS      | $1824190.89   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6608 | NS      | $668795.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       791 | NS      | $281137.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                                     | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   2000000 | PA      | $1700620.08   | 0.16%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Brookfield Corp                                           | Brookfield Corp                                                                               | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      9521 | NS      | $299412.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                                      | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      1909 | NS      | $90038.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $3626835.58   | 0.34%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp                      | International Business Machines Corp                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4053 | NS      | $571027.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     10695 | NS      | $424321.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD KRW                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-160079.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                                           | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      3233 | NS      | $367027.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1449000 | PA      | $1267739.87   | 0.12%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp                                        | Valero Energy Corp                                                                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2436 | NS      | $309030.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphenol Corp                                             | Amphenol Corp                                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     10200 | NS      | $776628.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     40028 | NS      | $1652756.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                  | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1072325.43   | 0.10%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                                       | Northern Trust Corp                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2285 | NS      | $202199.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                                                   | IGO Ltd                                                                                       | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     11681 | NS      | $106161.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       223 | NC      | $3054.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4344 | NS      | $505598.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                                            | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     73600 | NS      | $496507.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33705 | NS      | $2817738.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO Inc                                                   | RXO Inc                                                                                       | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      9188 | NS      | $158033.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  47866800 | PA      | $47866799.98  | 4.52%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                                     | STANDARD CHARTERED NY                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4006071 | PA      | $4006071.44   | 0.38%             | 2023-05-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SOITEC                                                    | SOITEC                                                                                        | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |       225 | NS      | $37073.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                      | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4169776.00   | 0.39%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                                         | General Mills Inc                                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7404 | NS      | $620825.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3430 | NS      | $305750.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Paychex Inc                                               | Paychex Inc                                                                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5729 | NS      | $662043.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                               | Rohto Pharmaceutical Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $106422.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1127 | NS      | $160135.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                                                                  | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2378958.33   | 0.22%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                              | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     43420 | NS      | $321384.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd                                                                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     36970 | NS      | $1976416.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                                            | Prudential PLC                                                                                | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |   5280000 | PA      | $4606937.91   | 0.44%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Zscaler Inc                                               | Zscaler Inc                                                                                   | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2983 | NS      | $333797.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Bank PLC                                             | HSBC Bank PLC                                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |  31206994 | PA      | $31206994.30  | 2.95%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     17081 | NS      | $2760460.41   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5340 | NS      | $1201339.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                                | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     12002 | NS      | $374771.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2182000 | PA      | $1803812.88   | 0.17%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      3975 | NS      | $501486.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     22450 | NS      | $1132579.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5231 | NS      | $1612508.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      8658 | NS      | $604337.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      4609 | NS      | $207635.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd                                                                             | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     11039 | NS      | $148790.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                 | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      6618 | NS      | $521566.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                      | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1482729.30   | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Daiwa House REIT Investment Corp                          | Daiwa House REIT Investment Corp                                                              | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |       143 | NS      | $319166.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4433 | NS      | $457482.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD IDR                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $534.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD SEK                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-110516.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      3798 | NS      | $195863.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                                  | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      9600 | NS      | $169686.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                                   | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     15999 | NS      | $88716.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                                         | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1447322.43   | 0.14%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: —       |
| Primerica Inc                                             | Primerica Inc                                                                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1423 | NS      | $201809.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                                              | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      6561 | NS      | $311081.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-30702.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5268 | NS      | $2901034.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6796 | NS      | $3102374.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                                           | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   2419000 | PA      | $1798647.67   | 0.17%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                                 | ONEOK Inc                                                                                     | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    903000 | PA      | $834545.10    | 0.08%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1751017.37   | 0.17%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                 | Xylem Inc/NY                                                                                  | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1488553.58   | 0.14%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Ferguson PLC                                              | Ferguson PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |      2063 | NS      | $260645.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      5206 | NS      | $235363.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1000 | NS      | $331270.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS NY                                                | NATIXIS NY                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001973 | PA      | $5001972.65   | 0.47%             | 2023-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                             | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       361 | NS      | $563618.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8039 | NS      | $198804.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      5258 | NS      | $345345.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD NOK                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-58901.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                                      | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      5416 | NS      | $107328.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2851 | NS      | $163048.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                                   | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10427 | NS      | $227869.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Masco Corp                                                | Masco Corp                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      5384 | NS      | $251271.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $64250.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                  | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $2275810.68   | 0.21%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     14956 | NS      | $851105.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                        | Toyota Tsusho Corp                                                                            | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      3700 | NS      | $135631.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CLP / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |         1 | NC      | $240747.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     10877 | NS      | $451069.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      8493 | NS      | $336260.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4081 | NS      | $382634.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      7024 | NS      | $909748.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3502 | NS      | $219855.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     11946 | NS      | $1432564.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                               | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      6000 | NS      | $457535.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     17888 | NS      | $2093074.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                     | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3413 | NS      | $405813.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3456 | NS      | $517190.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Shell PLC                                                 | Shell PLC                                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     76774 | NS      | $2181741.94   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                                         | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      1190 | NS      | $119184.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                                             | Owens Corning                                                                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2150 | NS      | $183395.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                                        | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2800000 | PA      | $1934650.03   | 0.18%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                                | Splunk Inc                                                                                    | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      1455 | NS      | $125260.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | PURCHASED THB / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $346509.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                           | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1002982.48   | 0.09%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc                                     | Micron Technology Inc                                                                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      7908 | NS      | $395241.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| H&R Block Inc                                             | H&R Block Inc                                                                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     12295 | NS      | $448890.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                    | PURCHASED CAD / SOLD AUD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-12110.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                  | Renesas Electronics Corp                                                                      | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      8500 | NS      | $76818.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                                   | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       836 | NS      | $241712.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     12500 | NS      | $228361.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                    | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1692383.54   | 0.16%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $938676.60    | 0.09%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Snap-on Inc                                               | Snap-on Inc                                                                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2717 | NS      | $620807.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     19469 | NS      | $880582.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                              | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     18223 | NS      | $2467393.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                     | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      2500 | NS      | $815450.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                                                                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      3684 | NS      | $137634.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Ltd                                                 | Chubb Ltd                                                                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6628 | NS      | $1462136.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                             | Affiliated Managers Group Inc                                                                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1888 | NS      | $299115.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7777 | NS      | $634369.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4076 | NS      | $643763.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                              | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1079740.63   | 0.10%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc                                                                     | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      1939 | NS      | $80662.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-492769.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     35906 | NS      | $420010.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2783 | NS      | $690490.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                             | Sumitomo Heavy Industries Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |      3100 | NS      | $61840.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED ILS / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |         1 | NC      | $-87808.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-7341.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     22700 | NS      | $574682.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                            | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1482918.16   | 0.14%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                               | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1066653.29   | 0.10%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                                        | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1746000 | PA      | $1508795.76   | 0.14%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| National Bank Of Canada                                   | National Bank Of Canada                                                                       | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.89%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                     | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |  10591000 | PA      | $8211054.66   | 0.78%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                               | Exelon Corp                                                                                   | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2448570.91   | 0.23%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                    | PURCHASED USD / SOLD PLN                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-171615.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GoodRx Holdings Inc                                       | GoodRx Holdings Inc                                                                           | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16632 | NS      | $77505.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3869 | NS      | $169733.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2475 | NS      | $260518.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED NOK / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |         1 | NC      | $133552.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     48070 | NS      | $1681007.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      1400 | NS      | $185399.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2241240.82   | 0.21%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Celanese Corp                                             | Celanese Corp                                                                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       717 | NS      | $73306.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                                     | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     23974 | NS      | $1552289.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Amdocs Ltd                                                | Amdocs Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      9127 | NS      | $829644.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED DKK / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |         1 | NC      | $39645.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      6639 | NS      | $118909.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                                                 | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      9461 | NS      | $68226.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1958 | NS      | $291526.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3213 | NS      | $895206.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LTD                                        | MACQUARIE BANK LTD                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6001620 | PA      | $6001620.00   | 0.57%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                                                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       591 | NS      | $81965.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                     | Bill.com Holdings Inc                                                                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       685 | NS      | $74637.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Corp                                                  | Fox Corp                                                                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      9962 | NS      | $302545.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox Inc                                               | Dropbox Inc                                                                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     10191 | NS      | $228074.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co Ltd                                                | USS Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |      6300 | NS      | $99840.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                   | KT Corp                                                                                       | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      3175 | NS      | $85096.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      8364 | NS      | $361575.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     16707 | NS      | $508858.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                      | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $2642541.20   | 0.25%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Nucor Corp                                                | Nucor Corp                                                                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1854 | NS      | $244375.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                                       | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      7123 | NS      | $348995.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale SA                                       | Societe Generale SA                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     12461 | NS      | $312648.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                              | Graphic Packaging Holding Co                                                                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5685 | NS      | $126491.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      7200 | NS      | $362338.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visional Inc                                              | Visional Inc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $39840.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4864000 | PA      | $3691114.01   | 0.35%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Horizon Therapeutics Plc                                  | Horizon Therapeutics Plc                                                                      | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      2350 | NS      | $267430.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $311617.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      9872 | NS      | $767251.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                                           | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       812 | NS      | $251971.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                                                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1298 | NS      | $145674.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     18428 | NS      | $792956.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplo Technology Co Ltd                                  | Simplo Technology Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $27802.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET INST US GOVT FUND                            | STATE STREET INST US GOVT FUND                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                 | ZoomInfo Technologies Inc                                                                     | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8666 | NS      | $260933.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     42732 | NS      | $2511786.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfen Beheer BV                                           | Alfen Beheer BV                                                                               | CUSIP: 000000000<br>LEI: 724500HDW6IWR9J5YT90 | Long             | EC               | CORP              | NL        |       550 | NS      | $49667.05     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                   | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     18247 | NS      | $1269426.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     34675 | NS      | $2245899.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                        | Enphase Energy Inc                                                                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      5944 | NS      | $1574922.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     84915 | NS      | $2086361.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     36183 | NS      | $6536820.78   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                                  | Just Eat Takeaway.com NV                                                                      | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      3704 | NS      | $78873.98     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     28245 | NS      | $4666638.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| CME Group Inc                                             | CME Group Inc                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1915 | NS      | $322026.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                                      | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     10456 | NS      | $174044.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Britvic PLC                                               | Britvic PLC                                                                                   | CUSIP: 000000000<br>LEI: 635400L3NVMYD4BVCI53 | Long             | EC               | CORP              | GB        |     10019 | NS      | $94211.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5789 | NS      | $1013711.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                | Masco Corp                                                                                    | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413946.60    | 0.04%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                                            | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1300 | NS      | $386182.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      7230 | NS      | $93990.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9982 | NS      | $710918.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                   | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $731840.87    | 0.07%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3215 | NS      | $263662.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HUF                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-238653.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                             | Lincoln Electric Holdings Inc                                                                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       673 | NS      | $97241.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD BRL                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-17245.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                            | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1604401.47   | 0.15%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                              | Alphabet Inc                                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    102062 | NS      | $9004930.26   | 0.85%             |  |  |  | No            |                  1 | On Loan: —       |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3761 | NS      | $933141.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips 66                                               | Phillips 66                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2674 | NS      | $278309.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD GBP                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $266071.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      6254 | NS      | $439343.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                                        | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1530646.27   | 0.14%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Prologis Inc                                              | Prologis Inc                                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      4714 | NS      | $531409.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                           | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      3846 | NS      | $267735.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                    | TechnoPro Holdings Inc                                                                        | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |      2700 | NS      | $71381.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    868582 | NS      | $476966.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    170857 | NS      | $162439.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD MXN                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-20893.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1574297.37   | 0.15%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                                  | Visa Inc                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     32598 | NS      | $6772560.48   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Ageas SA/NV                                               | Ageas SA/NV                                                                                   | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      1974 | NS      | $87827.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      7299 | NS      | $521221.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Enbridge Inc                                              | Enbridge Inc                                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     13201 | NS      | $515950.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Telkom Indonesia Persero Tbk PT                           | Telkom Indonesia Persero Tbk PT                                                               | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    948900 | NS      | $228599.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      7363 | NS      | $2313909.94   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                                          | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      8626 | NS      | $196984.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3205 | NS      | $469692.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                         | Allison Transmission Holdings Inc                                                             | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3390 | NS      | $141024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD KRW                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-58305.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     33630 | NS      | $1556060.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                    | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1922 | NS      | $245055.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2255 | NC      | $1448416.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      8873 | NS      | $823858.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                                      | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      3749 | NS      | $116156.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      2400 | NS      | $369190.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                    | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1664 | NS      | $346328.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                                   | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      4018 | NS      | $68260.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1249 | NS      | $640699.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3212 | NS      | $290686.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                                                             | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     25200 | NS      | $719310.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1973 | NS      | $311793.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                              | Vontier Corp                                                                                  | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      5261 | NS      | $101695.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Essity AB                                                 | Essity AB                                                                                     | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      9307 | NS      | $244289.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                                   | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4085 | NS      | $436482.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                                   | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      3550 | NS      | $226971.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       750 | NS      | $207690.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                                 | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     12936 | NS      | $756574.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                                     | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2283 | NS      | $143463.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2988 | NS      | $301997.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3227 | NS      | $205301.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     31058 | NS      | $4707150.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                                                                  | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $938421.02    | 0.09%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| TotalEnergies SE                                          | TotalEnergies SE                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     26288 | NS      | $1640769.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                      | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1789178.06   | 0.17%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Generac Holdings Inc                                      | Generac Holdings Inc                                                                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       453 | NS      | $45598.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -766 | NC      | $3751785.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8612 | NS      | $668032.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3576 | NS      | $1739688.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemours Co/The                                           | Chemours Co/The                                                                               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      5307 | NS      | $162500.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                               | Long: SSDBUU281 IRS USD R F  3.52500 2 CCPOIS / Short: SSDBUU281 IRS USD P V 12MSOFR 1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 305000000 | OU      | $-816271.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                                     | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      6358 | NS      | $68632.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD KRW                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-739.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     90012 | NS      | $287330.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                                                                        | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      4373 | NS      | $156048.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1180 | NS      | $56530.74     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ILS                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $60697.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3080 | NS      | $613659.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       388 | NS      | $110106.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      8400 | NS      | $269199.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                                      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       752 | NS      | $209123.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients Inc                                                                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2234 | NS      | $139826.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RELX PLC                                                  | RELX PLC                                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     44675 | NS      | $1237755.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                                        | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      7780 | NS      | $116771.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                                    | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      1600 | NS      | $233099.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                       | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2174556.76   | 0.21%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                    | Aptiv PLC / Aptiv Corp                                                                        | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    609000 | PA      | $498137.29    | 0.05%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR23                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       111 | NC      | $-21504.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2509 | NS      | $419830.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                                  | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       441 | NS      | $174395.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                                     | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       552 | NS      | $126038.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                                      | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      5400 | NS      | $216165.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7368000 | PA      | $6448952.52   | 0.61%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1545 | NS      | $380718.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                                                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     23186 | NS      | $1156517.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Microsoft Corp                                            | Microsoft Corp                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     92914 | NS      | $22282635.48  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                             | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     21485 | NS      | $681521.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                                           | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     43000 | NS      | $160049.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                                      | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     49642 | NS      | $266988.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       653 | NS      | $137717.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     19473 | NS      | $518529.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                            | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    744000 | PA      | $706744.18    | 0.07%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1799 | NS      | $457485.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      6014 | NS      | $1274126.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                                     | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      2990 | NS      | $138102.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                                     | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       436 | NS      | $223137.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                  | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      6397 | NS      | $624755.40    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2159000 | PA      | $1872820.02   | 0.18%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1488 | NS      | $210462.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MPLX LP                                                   | MPLX LP                                                                                       | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4864000 | PA      | $3973129.02   | 0.38%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Packaging Corp of America                                 | Packaging Corp of America                                                                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1963 | NS      | $251087.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       995 | NS      | $203865.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                  | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1462350.96   | 0.14%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Houlihan Lokey Inc                                        | Houlihan Lokey Inc                                                                            | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2019 | NS      | $175976.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                             | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       801 | NS      | $129265.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3067 | NS      | $314643.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      8861 | NS      | $862884.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      7812 | NS      | $350211.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1854 | NS      | $477534.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                          | Societe Generale                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies Inc                                    | Array Technologies Inc                                                                        | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      4892 | NS      | $94562.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                          | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10136000 | PA      | $8479524.71   | 0.80%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                               | Moderna Inc                                                                                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1397 | NS      | $250929.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1962 | NS      | $169144.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     12599 | NS      | $897552.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PROLOGIS LP                                               | Prologis LP                                                                                   | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   2484000 | PA      | $1956442.07   | 0.18%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Stryker Corp                                              | Stryker Corp                                                                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      3884 | NS      | $949599.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries Inc                                                             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1323 | NS      | $305189.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      7524 | NS      | $1264709.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3557 | NS      | $167890.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1392 | NS      | $340455.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     27216 | NS      | $3977346.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13338 | NS      | $2394037.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Adobe Inc                                                 | Adobe Inc                                                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7202 | NS      | $2423689.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     19413 | NS      | $338174.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                                     | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     27575 | NS      | $667180.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                   | Becton Dickinson and Co                                                                       | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1356907.34   | 0.13%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| Infosys Ltd                                               | Infosys Ltd                                                                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      7211 | NS      | $129870.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        74 | NC      | $-270883.19   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                             | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1318 | NS      | $137243.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AXA SA                                                    | AXA SA                                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     18953 | NS      | $528233.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     15080 | NS      | $2365750.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK PLC                                                   | GSK PLC                                                                                       | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     49129 | NS      | $854343.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-44289.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                              | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1224978.21   | 0.12%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| TD Prime Svcs                                             | TD Prime Svcs                                                                                 | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |  10200000 | PA      | $10200000.00  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                                     | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      2530 | NS      | $134104.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     71748 | NS      | $6366200.04   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                         | Expedia Group Inc                                                                             | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $330497.98    | 0.03%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                          | Societe Generale                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                        | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $937810.00    | 0.09%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Cigna Corp                                                | Cigna Corp                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      7009 | NS      | $2322362.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                                  | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1256735.47   | 0.12%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Allkem Ltd                                                | Allkem Ltd                                                                                    | CUSIP: 000000000<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |     33245 | NS      | $252557.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3294 | NS      | $426262.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                         | Bloom Energy Corp                                                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      2657 | NS      | $50801.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                   | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $2071150.28   | 0.20%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2642000 | PA      | $2240105.35   | 0.21%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2819 | NS      | $435648.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2771 | NS      | $2338807.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares iBoxx $ Investment Grade Corporate Bond ETF       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                           | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |    453435 | NS      | $47805652.05  | 4.51%             |  |  |  | No            |                  1 | On Loan: —       |
| TORONTO DOMINION NY                                       | TORONTO DOMINION NY                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.47%             | 2023-03-21      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12650 | NS      | $1178853.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $-85779.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      1947 | NS      | $264091.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      4135 | NS      | $283785.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| adidas AG                                                 | adidas AG                                                                                     | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       847 | NS      | $115624.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       907 | NS      | $183395.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR23                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -55 | NC      | $65149.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                       | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2741000 | PA      | $2049163.27   | 0.19%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     14685 | NS      | $1275832.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK CONSUMER HEALTHCARE                                   | GSK Consumer Healthcare Capital US LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   5594000 | PA      | $5207766.75   | 0.49%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2182741.92   | 0.21%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GMexico Transportes SAB de CV                             | GMexico Transportes SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 4469000001BXJ8FN4U73 | Long             | EC               | CORP              | MX        |     30000 | NS      | $58348.09     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Iluka Resources Ltd                                       | Iluka Resources Ltd                                                                           | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     10394 | NS      | $66951.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                                   | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      7400 | NS      | $113549.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2946 | NS      | $439071.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd/Australia                                                                 | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     22011 | NS      | $95589.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4139 | NS      | $1391283.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     13113 | NS      | $2169939.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5714 | NS      | $810188.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     25300 | NS      | $735655.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      9526 | NS      | $220116.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED PLN / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |         1 | NC      | $44029.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                                           | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     76500 | NS      | $1160588.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     45397 | NS      | $2887703.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                  | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     14375 | NS      | $702793.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |      2100 | NS      | $137547.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                          | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4248633.19   | 0.40%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      4634 | NS      | $160889.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB Inc                                                                                   | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       573 | NS      | $112789.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     16378 | NS      | $1539822.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      1953 | NS      | $547211.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CAD / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $-98161.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eramet SA                                                 | Eramet SA                                                                                     | CUSIP: 000000000<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |       785 | NS      | $70304.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     13500 | NS      | $150322.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd                                                                            | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |      6400 | NS      | $81623.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntsman Corp                                             | Huntsman Corp                                                                                 | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      3289 | NS      | $90381.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                             | Welltower Inc                                                                                 | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   4419000 | PA      | $3589065.84   | 0.34%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                                      | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       747 | NS      | $143648.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                                    | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      3701 | NS      | $316435.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     30036 | NS      | $3312970.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      4314 | NS      | $143464.71    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $1715011.76   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      7244 | NS      | $231373.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     22900 | NS      | $318655.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                     | Lynas Rare Earths Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      7149 | NS      | $37917.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      6665 | NS      | $948024.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| RingCentral Inc                                           | RingCentral Inc                                                                               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1936 | NS      | $68534.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                                        | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      3674 | NS      | $96920.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Etsy Inc                                                  | Etsy Inc                                                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       837 | NS      | $100255.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nestle SA                                                 | Nestle SA                                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     23423 | NS      | $2705016.47   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1403 | NS      | $76000.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    177171 | NS      | $607286.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                              | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2151000 | PA      | $1499930.85   | 0.14%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| Plug Power Inc                                            | Plug Power Inc                                                                                | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      3627 | NS      | $44865.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MS GOVT US LEX                                            | MS GOVT US LEX                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10000000 | NS      | $10000000.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Bachem Holding AG                                         | Bachem Holding AG                                                                             | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |      1015 | NS      | $88525.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                      | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1071660.17   | 0.10%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                                 | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1421486.37   | 0.13%             | 2026-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     26000 | NS      | $172159.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                                  | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1200 | NS      | $469805.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                                   | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    659000 | PA      | $636993.95    | 0.06%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     16043 | NS      | $181839.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      3210 | NS      | $166806.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     13005 | NS      | $1270588.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Kesko Oyj                                                 | Kesko Oyj                                                                                     | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      7127 | NS      | $157709.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                             | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      5785 | NS      | $604295.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                  | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $1773207.57   | 0.17%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Sagax AB                                                  | Sagax AB                                                                                      | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |      6665 | NS      | $151799.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CNH / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |         1 | NC      | $37730.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                                | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      1324 | NS      | $80429.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1053137.98   | 0.10%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     10555 | NS      | $67763.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                                           | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      3381 | NS      | $116589.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd                                      | Assured Guaranty Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      1603 | NS      | $99802.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard Inc                                                                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      3553 | NS      | $271982.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7785 | NS      | $288356.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      1600 | NS      | $91272.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                     | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   5646000 | PA      | $4764139.97   | 0.45%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                       | Shift4 Payments Inc                                                                           | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2208 | NS      | $123493.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                                          | Societe Generale                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   3661050 | PA      | $3661050.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      4200 | NS      | $210711.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $215907.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                   | ATI Inc                                                                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      4938 | NS      | $147448.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                                 | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     10906 | NS      | $234652.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      1797 | NS      | $155052.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvei Corp                                                | Nuvei Corp                                                                                    | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2914 | NS      | $74055.20     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1034 | NS      | $243662.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                              | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2699 | NS      | $208578.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T INC                                                  | AT&T Inc                                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9197000 | PA      | $6858516.98   | 0.65%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5654 | NS      | $450058.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     35372 | NS      | $506669.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2047 | NS      | $164415.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Repsol SA                                                 | Repsol SA                                                                                     | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     27754 | NS      | $442434.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      9018 | NS      | $915597.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD INR                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2573.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR23                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        25 | NC      | $-302041.68   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NZD / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $122008.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                          | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10359000 | PA      | $8773356.36   | 0.83%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7987 | NS      | $2467184.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                               | Markel Corp                                                                                   | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       306 | NS      | $403151.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                            | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $1684982.35   | 0.16%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      5170 | NS      | $377440.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                                       | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     10747 | NS      | $313985.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                                       | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      2520 | NS      | $399687.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3621 | NS      | $838514.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    159846 | NS      | $356614.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7200 | NS      | $228987.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     44099 | NS      | $522103.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CNH                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-183344.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      8879 | NS      | $110365.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |     -1053 | NC      | $1643716.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED COP / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |         1 | NC      | $54056.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                                           | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $505608.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      7011 | NS      | $2067403.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | NASDAQ 100 E-MINI MAR23                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -46 | NC      | $552678.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8722 | NS      | $1401102.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                                      | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1105145.47   | 0.10%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP, NEW YORK BRANCH                          | NORDEA BANK ABP, NEW YORK BRANCH                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000670 | PA      | $2000670.00   | 0.19%             | 2023-02-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     17827 | NS      | $2419397.76   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    137806 | NS      | $426366.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                                          | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $861209.33    | 0.08%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                      | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2318000 | PA      | $2224771.31   | 0.21%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Emerging Markets Local Bond ETF            | SPDR Bloomberg Emerging Markets Local Bond ETF                                                | CUSIP: 78464A391<br>LEI: 549300UZIXAGB0EPMT96 | Long             | EC               | RF                | US        |    537376 | NS      | $11048450.56  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1582 | NS      | $419783.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                                        | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      2290 | NS      | $165092.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp                                            | Dexerials Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $52427.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                             | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1708000 | PA      | $1670306.01   | 0.16%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| FANUC Corp                                                | FANUC Corp                                                                                    | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      1200 | NS      | $179090.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                          | Essent Group Ltd                                                                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      2574 | NS      | $100077.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                                        | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2281000 | PA      | $2016541.84   | 0.19%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5587000 | PA      | $4273631.11   | 0.40%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       287 | NC      | $-11675.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                       | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      1289 | NS      | $311022.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                                  | Axcelis Technologies Inc                                                                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       829 | NS      | $65789.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1840 | NS      | $267830.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mastercard Inc                                            | Mastercard Inc                                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12906 | NS      | $4487803.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       460 | NC      | $-647530.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8740 | NS      | $1127372.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    104314 | NS      | $1920420.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      4499 | NS      | $884321.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     20701 | NS      | $697002.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      2900 | NS      | $353322.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4253 | NS      | $2377979.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                                  | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2271266.94   | 0.21%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                 | Amgen Inc                                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6733 | NS      | $1768355.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     21978 | NS      | $345670.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     71444 | NS      | $2366225.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                                | SolarEdge Technologies Inc                                                                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       964 | NS      | $273072.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                               | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5167000 | PA      | $3569723.69   | 0.34%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Unum Group                                                | Unum Group                                                                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6361 | NS      | $260991.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                                             | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     92000 | NS      | $1257376.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                                    | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       822 | NS      | $126292.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                  | Snap Inc                                                                                      | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      7369 | NS      | $65952.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Volkswagen AG                                             | Volkswagen AG                                                                                 | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1878 | NS      | $234071.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                 | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     27910 | NS      | $395343.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                  | Nippon Building Fund Inc                                                                      | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |        89 | NS      | $397450.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                 | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475542.37    | 0.04%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Tesla Inc                                                 | Tesla Inc                                                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     20585 | NS      | $2535660.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| US Bancorp                                                | US Bancorp                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     58202 | NS      | $2538189.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Whirlpool Corp                                            | Whirlpool Corp                                                                                | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1236972.68   | 0.12%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Nippon Prologis REIT Inc                                  | Nippon Prologis REIT Inc                                                                      | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |       120 | NS      | $281036.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                                    | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     60300 | NS      | $643436.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| NMI Holdings Inc                                          | NMI Holdings Inc                                                                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2170 | NS      | $45353.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     22137 | NS      | $441554.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                                     | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     10833 | NS      | $57741.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     43376 | NS      | $529204.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     13255 | NS      | $4186724.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO BK NY                                            | SUMITOMO BK NY                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000330 | PA      | $3000330.00   | 0.28%             | 2023-03-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2106000 | PA      | $1774522.49   | 0.17%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                                | Intel Corp                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     16972 | NS      | $448569.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $156854.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs Inc                                                 | Crocs Inc                                                                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1976 | NS      | $214257.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED IDR / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |         1 | NC      | $34667.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd                                                                          | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      2000 | NS      | $50120.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings Inc                                                                | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      4036 | NS      | $210114.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3194000 | PA      | $2675854.28   | 0.25%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2091673.69   | 0.20%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     18010 | NS      | $1263693.49   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD INR                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $47437.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     25500 | NS      | $596513.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                       | Silgan Holdings Inc                                                                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      4421 | NS      | $229184.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     27300 | NS      | $624191.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      6966 | NS      | $438370.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4462 | NS      | $172679.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Bill                                                                   | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6501800 | PA      | $6451986.98   | 0.61%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                                         | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10078000 | PA      | $9072744.19   | 0.86%             | 2024-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                              | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1698568.50   | 0.16%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                                    | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      6322 | NS      | $380067.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2625962.03   | 0.25%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Wise PLC                                                  | Wise PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |      8665 | NS      | $58611.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      8904 | NS      | $255846.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                                       | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |     10876 | NS      | $477853.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                                    | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      2340 | NS      | $197357.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co Ltd                            | Odakyu Electric Railway Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $138158.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                                                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      7200 | NS      | $137304.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      5810 | NS      | $233852.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NOVA SCOTIA HOUSTON                               | BANK OF NOVA SCOTIA HOUSTON                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5002101 | PA      | $5002101.25   | 0.47%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED SEK / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |         1 | NC      | $-30294.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4900 | NS      | $594615.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                                       | Abbott Laboratories                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     14308 | NS      | $1570875.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| FedEx Corp                                                | FedEx Corp                                                                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1588 | NS      | $275041.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                             | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2333000 | PA      | $2084884.17   | 0.20%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                             | Discover Bank                                                                                 | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    945000 | PA      | $898664.16    | 0.08%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Ford Motor Co                                             | Ford Motor Co                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     19103 | NS      | $222167.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                   | National Bank Of Canada                                                                       | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  15000000 | PA      | $15000000.00  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                               | Kajima Corp                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $41877.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd                                                                         | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      4927 | NS      | $259178.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CZK / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |         1 | NC      | $48916.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6806000 | PA      | $5459990.45   | 0.52%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Paylocity Holding Corp                                    | Paylocity Holding Corp                                                                        | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1009 | NS      | $196008.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                           | Match Group Inc                                                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1739 | NS      | $72151.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       694 | NS      | $194535.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                       | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      5381 | NS      | $267135.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                 | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5457000 | PA      | $4475740.16   | 0.42%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| Progress Software Corp                                    | Progress Software Corp                                                                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1383 | NS      | $69772.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4856 | NS      | $1413096.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                     | IG Group Holdings PLC                                                                         | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     23170 | NS      | $219179.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       400 | NS      | $196871.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                                            | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      9509 | NS      | $180005.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED EUR / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $787481.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     20490 | NS      | $634780.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                                                                  | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3196373.24   | 0.30%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                               | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2380 | NS      | $68148.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corp                                                | Nidec Corp                                                                                    | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      4000 | NS      | $208307.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-5092.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     23902 | NS      | $432148.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1953 | NS      | $670621.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     37735 | NS      | $1433930.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2230 | NS      | $865842.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Spark Plug Co Ltd                                     | NGK Spark Plug Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      5900 | NS      | $108865.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3314 | NS      | $253355.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CSL Ltd                                                   | CSL Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      2568 | NS      | $500736.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                                | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     18542 | NS      | $1029669.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     22206 | NS      | $449985.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1386 | NS      | $556077.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     11000 | NS      | $443236.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                                    | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2962 | NS      | $200971.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                                             | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      3154 | NS      | $180177.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                                                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1187 | NS      | $296037.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                                         | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      2864 | NS      | $166472.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      4518 | NS      | $1072256.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                    | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      6654 | NS      | $250220.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6868 | NS      | $777732.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                                   | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        74 | NS      | $225606.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                           | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3163843.75   | 0.30%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Prosus NV                                                 | Prosus NV                                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      4916 | NS      | $337510.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     12400 | NS      | $269020.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      4176 | NS      | $144614.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UniCredit SpA                                             | UniCredit SpA                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     14998 | NS      | $213275.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      6328 | NS      | $530223.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                              | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    311000 | PA      | $303787.52    | 0.03%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                                             | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      4400 | NS      | $141561.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5120 | NS      | $2195251.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                     | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1410 | NS      | $673804.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5207 | NS      | $854104.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                     | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      4343 | NS      | $228806.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     36853 | NS      | $3068380.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4270 | NS      | $940681.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AES CORP/THE                                              | AES Corp/The                                                                                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    928000 | PA      | $824053.49    | 0.08%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                             | Westlake Corp                                                                                 | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $967799.38    | 0.09%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Aflac Inc                                                 | Aflac Inc                                                                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3160 | NS      | $227330.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                                            | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      9561 | NS      | $233623.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3588 | NS      | $300817.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                              | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1635096.03   | 0.15%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                                          | Duke Energy Corp                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5891 | NS      | $606714.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -157 | NC      | $109378.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      2637 | NS      | $567024.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                                        | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |      2485 | NS      | $84621.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      1450 | NS      | $208133.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     19384 | NS      | $2332670.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     77420 | NS      | $3967000.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                                     | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2000 | NS      | $193510.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1535 | NS      | $315350.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                       | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     17416 | NS      | $173819.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   3000000 | PA      | $2364150.93   | 0.22%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Ross Stores Inc                                           | Ross Stores Inc                                                                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2370 | NS      | $275085.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                                             | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      1500 | NS      | $97596.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                                        | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $302606.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                           | Bio-Techne Corp                                                                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1784 | NS      | $147857.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      2498 | NS      | $800309.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       897 | NS      | $142901.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                     | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       512 | NS      | $192933.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     14796 | NS      | $2216292.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     56966 | NS      | $1061822.53   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                | Tosoh Corp                                                                                    | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      5600 | NS      | $66445.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     44930 | NS      | $1770242.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                 | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     56182 | NS      | $1739463.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     32290 | NS      | $2639384.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                        | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949265.22    | 0.09%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | PURCHASED INR / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |         1 | NC      | $-77832.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $99661.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     67013 | NS      | $502981.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      5023 | NS      | $171000.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9446 | NS      | $953290.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5965 | NS      | $445048.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                                             | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      2837 | NS      | $351984.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                                | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       225 | NS      | $133283.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     37033 | NS      | $528988.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                   | Digital Realty Trust LP                                                                       | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   2492000 | PA      | $2312453.87   | 0.22%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Man Group PLC/Jersey                                      | Man Group PLC/Jersey                                                                          | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |     41198 | NS      | $106455.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2968 | NS      | $565374.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Autodesk Inc                                              | Autodesk Inc                                                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1170 | NS      | $218637.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Financial Inc.                              | National Bank Financial Inc.                                                                  | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                                     | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      2000 | NS      | $181453.58    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                      | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1685954.60   | 0.16%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      9216 | NS      | $970352.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4209 | NS      | $1263289.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3693 | NS      | $273983.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Gen Digital Inc                                           | Gen Digital Inc                                                                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     10950 | NS      | $234658.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                       | AMG Advanced Metallurgical Group NV                                                           | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      2304 | NS      | $84322.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      4054 | NS      | $867377.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                           | MonotaRO Co Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $161207.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1811 | NS      | $245571.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       807 | NC      | $-1020461.03  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     10213 | NS      | $543644.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                                         | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     17093 | NS      | $296919.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                         | International Games System Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $56377.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                                          | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2671000 | PA      | $2476117.78   | 0.23%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                                           | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      7100 | NS      | $300671.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Inc                                      | Federated Hermes Inc                                                                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      3059 | NS      | $111072.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                                      | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      4513 | NS      | $233017.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    507000 | PA      | $471946.18    | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                                        | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1321 | NS      | $570790.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       810 | NS      | $49823.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                                                          | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       404 | NS      | $623428.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     18055 | NS      | $1747013.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd                                                                              | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     15800 | NS      | $184542.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      8644 | NS      | $395117.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Plus500 Ltd                                               | Plus500 Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      5314 | NS      | $115754.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      5041 | NS      | $703421.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                                       | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $2340733.78   | 0.22%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                 | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5764000 | PA      | $4919943.59   | 0.46%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                            | Starbucks Corp                                                                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5606 | NS      | $556115.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       263 | NC      | $106431.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                        | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      6142 | NS      | $273115.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RABOBANK LONDON                                           | RABOBANK LONDON                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.47%             | 2023-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                               | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1090957.99   | 0.10%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                                       | Emerson Electric Co                                                                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     19971 | NS      | $1918414.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinci SA                                                  | Vinci SA                                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      4877 | NS      | $487090.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    234184 | NS      | $450238.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      2826 | NS      | $331998.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC                    | PURCHASED CLP / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |         1 | NC      | $20130.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                                | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      8559 | NS      | $341222.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                                       | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |      6514 | NS      | $241346.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                 | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2487000 | PA      | $2120212.09   | 0.20%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2330 | NS      | $298426.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -126 | NC      | $9507.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                   | Digital Realty Trust LP                                                                       | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   2306000 | PA      | $2059685.05   | 0.19%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Sociedad Quimica y Minera de Chile SA                     | Sociedad Quimica y Minera de Chile SA                                                         | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      3142 | NS      | $250857.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                                           | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2358000 | PA      | $1938797.05   | 0.18%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Zoom Video Communications Inc                             | Zoom Video Communications Inc                                                                 | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1311 | NS      | $88807.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                        | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        50 | NS      | $112303.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Prime Svcs                                             | TD Prime Svcs                                                                                 | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                                 | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     31000 | NS      | $514045.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      6847 | NS      | $503254.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   8126000 | PA      | $7345262.78   | 0.69%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Grupo Aeroportuario del Pacifico SAB de CV                | Grupo Aeroportuario del Pacifico SAB de CV                                                    | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       604 | NS      | $86861.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      4000 | NS      | $197122.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DocuSign Inc                                              | DocuSign Inc                                                                                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1737 | NS      | $96264.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STANLEY BLACK & DECKER I                                  | Stanley Black & Decker Inc                                                                    | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1919158.25   | 0.18%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                    | PURCHASED USD / SOLD AUD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-85802.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21022 | NS      | $338641.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     12525 | NS      | $356348.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                                        | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    545000 | PA      | $480675.32    | 0.05%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD GBP                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-92127.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                                        | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      5848 | NS      | $613104.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AGC Inc                                                   | AGC Inc                                                                                       | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      2500 | NS      | $82817.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS AG                                                    | PURCHASED USD / SOLD NZD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2063.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      4587 | NS      | $83824.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     16070 | NS      | $731506.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                                | Fortescue Metals Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     21623 | NS      | $301452.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     43445 | NS      | $3693693.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                 | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322401.44    | 0.03%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                    | Hartford Financial Services Group Inc/The                                                     | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $807722.59    | 0.08%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                                                                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       742 | NS      | $169465.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8611 | NS      | $2062851.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                                | Koei Tecmo Holdings Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |      5100 | NS      | $91919.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    124950 | NS      | $374204.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     62300 | NS      | $565299.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       823 | NS      | $70119.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11146 | NS      | $1225391.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                                             | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1451270.58   | 0.14%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                            | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1206088.50   | 0.11%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                                   | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      2400 | NS      | $146184.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     39634 | NS      | $1750209.21   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3850 | NS      | $534351.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton International Ltd                                  | Triton International Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       882 | NS      | $60663.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NN Group NV                                               | NN Group NV                                                                                   | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      3829 | NS      | $156381.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4211 | NS      | $1769883.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CNH                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-477.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $3648406.44   | 0.34%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Itochu Techno-Solutions Corp                              | Itochu Techno-Solutions Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $107739.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       293 | NS      | $722590.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                           | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      2008 | NS      | $365648.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RABOBANK NEW YORK                                         | RABOBANK NEW YORK                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001045 | PA      | $5001045.00   | 0.47%             | 2023-02-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                        | Sonoco Products Co                                                                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      6841 | NS      | $415317.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     28969 | NS      | $115872.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       946 | NS      | $307604.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1811 | NS      | $563891.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      8699 | NS      | $2087412.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| E Ink Holdings Inc                                        | E Ink Holdings Inc                                                                            | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |     36000 | NS      | $188390.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                  | Anheuser-Busch InBev Worldwide Inc                                                            | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   9294000 | PA      | $7937326.66   | 0.75%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: —       |
| XPO Inc                                                   | XPO Inc                                                                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      9188 | NS      | $305868.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                    | PURCHASED HUF / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |         1 | NC      | $104745.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6609 | NS      | $517550.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1592 | NS      | $600231.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Glencore PLC                                              | Glencore PLC                                                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     67447 | NS      | $451002.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                               | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     17417 | NS      | $102000.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                              | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      5400 | NS      | $164652.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group Inc/The                                                     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5471 | NS      | $414865.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     11400 | NS      | $356068.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                       | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       171 | NS      | $788751.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                               | Shimano Inc                                                                                   | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      1500 | NS      | $238991.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      4036 | NS      | $493118.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| McKesson Corp                                             | McKesson Corp                                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1743 | NS      | $653834.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     56420 | NS      | $649295.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13116 | NS      | $282780.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1191 | NS      | $210116.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       965 | NS      | $494263.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1272 | NS      | $217601.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        45 | NC      | $-268739.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $74402.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3963 | NS      | $176670.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD THB                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-51085.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                                 | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3582 | NS      | $86970.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                                     | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       990 | NS      | $100346.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                                    | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     30890 | NS      | $436590.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CZK                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-162238.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                                    | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1445 | NS      | $70747.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      7065 | NS      | $346847.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                 | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $2884954.43   | 0.27%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                               | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      8491 | NS      | $318293.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                           | Choice Hotels International Inc                                                               | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       754 | NS      | $84930.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1199 | NS      | $382828.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                  | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      8716 | NS      | $1035362.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                      | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    833000 | PA      | $828524.01    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                            | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1084000 | PA      | $942083.98    | 0.09%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $139452.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1870366.86   | 0.18%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                 | Apple Inc                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    162673 | NS      | $21136102.89  | 2.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC Inc                                               | EVERTEC Inc                                                                                   | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3039 | NS      | $98402.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      6000 | NS      | $251253.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                             | DREYFUS TREASURY & AGENCY LEX                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      9095 | NS      | $290017.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     11877 | NS      | $3152393.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                                  | Roku Inc                                                                                      | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1023 | NS      | $41636.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KDDI Corp                                                 | KDDI Corp                                                                                     | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     44300 | NS      | $1338928.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1957 | NS      | $1411955.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                        | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $1934350.80   | 0.18%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                            | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    127292 | NS      | $129032.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank Canada Toronto                                 | Royal Bank Canada Toronto                                                                     | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      6100 | NS      | $260948.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                      | Pilbara Minerals Ltd                                                                          | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     42893 | NS      | $109300.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4240 | NS      | $315837.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIT UFJ TR NY                                             | MIT UFJ TR NY                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000900 | PA      | $3000900.00   | 0.28%             | 2023-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6717 | NS      | $264716.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6247 | NS      | $1492158.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Drax Group PLC                                            | Drax Group PLC                                                                                | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     16428 | NS      | $139771.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                                    | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      4443 | NS      | $104709.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     10117 | NS      | $550507.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                      | Vermilion Energy Inc                                                                          | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |      2435 | NS      | $43107.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1862 | NS      | $185194.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     42836 | NS      | $764024.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       365 | NS      | $308877.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                  | Berkshire Hathaway Energy Co                                                                  | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $364625.91    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2999952 | PA      | $2999952.00   | 0.28%             | 2023-01-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                                   | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      5756 | NS      | $179420.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                                        | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      9700 | NS      | $153679.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                       | Highwoods Realty LP                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   1424000 | PA      | $1240897.15   | 0.12%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      1366 | NS      | $136968.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     17178 | NS      | $1053870.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -86 | NC      | $3209.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                  | Manufacturers & Traders Trust Co                                                              | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   4596000 | PA      | $4181221.80   | 0.39%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                          | BAT Capital Corp                                                                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1013084.47   | 0.10%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                        | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1159698.04   | 0.11%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT MAR23                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        64 | NC      | $-399045.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                       | Harley-Davidson Inc                                                                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2130 | NS      | $88608.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1616 | NS      | $898900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                                            | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1610 | NS      | $219466.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      9148 | NS      | $300145.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                                      | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       231 | NS      | $75258.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     14866 | NS      | $201176.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2923 | NS      | $409220.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     22821 | NS      | $2067156.09   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5726 | NS      | $777304.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       309 | NS      | $446644.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     25192 | NS      | $269416.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     24644 | NS      | $296008.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Livent Corp                                               | Livent Corp                                                                                   | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      8717 | NS      | $173206.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AIA Group Ltd                                             | AIA Group Ltd                                                                                 | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     65600 | NS      | $722715.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       476 | NS      | $161411.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2331 | NS      | $930441.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3484 | NS      | $141833.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      8863 | NS      | $274753.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Extra Space Storage Inc                                   | Extra Space Storage Inc                                                                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1010 | NS      | $148651.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                                         | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     52500 | NS      | $323232.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                          | Goldman Sachs Fin Square Govt Fd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc                              | Citigroup Global Markets Inc                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     56867 | NS      | $77374.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                            | Mitsubishi Gas Chemical Co Inc                                                                | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |      5400 | NS      | $74222.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                               | Taisei Corp                                                                                   | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      2400 | NS      | $77315.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                                                                  | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8422 | NS      | $627917.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts Inc                              | Wyndham Hotels & Resorts Inc                                                                  | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     17600 | NS      | $1255056.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4211 | NS      | $202422.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                                       | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $802993.49    | 0.08%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                    | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4033000 | PA      | $2872920.33   | 0.27%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                                        | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $798683.43    | 0.08%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      9025 | NS      | $301230.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1469 | NS      | $2960446.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1736 | NS      | $189328.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                               | PURCHASED USD / SOLD MYR                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-633.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2215 | NS      | $206282.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     54799 | NS      | $6079949.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      2293 | NS      | $286540.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1378090.36   | 0.13%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: —       |
| Equinix Inc                                               | Equinix Inc                                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       410 | NS      | $268562.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929207.46    | 0.09%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| VF Corp                                                   | VF Corp                                                                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      3386 | NS      | $93487.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     17577 | NS      | $1384891.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                 | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      1633 | NS      | $191336.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2082 | NS      | $697345.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                  | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1378000 | PA      | $1168172.78   | 0.11%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties Inc                                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      7489 | NS      | $483789.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Seimitsu Co Ltd                                     | Tokyo Seimitsu Co Ltd                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $55232.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       -12 | NC      | $24900.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $919767.84    | 0.09%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1983 | NS      | $679336.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     16870 | NS      | $6171720.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED TWD / SOLD USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $4302.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      6078 | NS      | $349841.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      2798 | NS      | $52644.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $147841.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1839 | NS      | $182649.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     54978 | NS      | $7372549.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9601000 | PA      | $8696727.41   | 0.82%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    106484 | NS      | $8944656.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     14365 | NS      | $385987.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CCL INDUSTRIES INC                                        | CCL Industries Inc                                                                            | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   1885000 | PA      | $1550677.42   | 0.15%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                       | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2897000 | PA      | $1947807.48   | 0.18%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                   | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     27298 | NS      | $979135.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                                        | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |     36337 | NS      | $109173.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      5980 | NS      | $182136.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atkore Inc                                                | Atkore Inc                                                                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2029 | NS      | $230129.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                           | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1538000 | PA      | $1323310.76   | 0.12%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: —       |
| Yara International ASA                                    | Yara International ASA                                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      4076 | NS      | $179213.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                               | BANK OF NOVA SCOTIA HOUSTON                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000089 | PA      | $5000089.20   | 0.47%             | 2023-01-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                          | Venture Corp Ltd                                                                              | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     18400 | NS      | $234582.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NY                                               | CITIBANK NY                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000284 | PA      | $4000284.00   | 0.38%             | 2023-03-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                                | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      2769 | NS      | $115099.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                            | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     16838 | NS      | $658579.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      9312 | NS      | $543168.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                          | Boise Cascade Co                                                                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1519 | NS      | $104309.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Centrica PLC                                              | Centrica PLC                                                                                  | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    264681 | NS      | $308229.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                                 | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     13200 | NS      | $99794.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                                               | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      7100 | NS      | $168201.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       400 | NS      | $242401.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                         | Tractor Supply Co                                                                             | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1036588.78   | 0.10%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1800 | NS      | $121068.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                        | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1690 | NS      | $689452.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                           | Old Republic International Corp                                                               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      4038 | NS      | $97517.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Motors Corp                                    | Mitsubishi Motors Corp                                                                        | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |     25800 | NS      | $99314.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                                | VMware Inc                                                                                    | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      1385 | NS      | $170022.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      2739 | NS      | $139606.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     61093 | NS      | $4395641.35   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                      | Tenable Holdings Inc                                                                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      5114 | NS      | $195099.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                                   | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    602000 | PA      | $611918.88    | 0.06%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Impala Platinum Holdings Ltd                              | Impala Platinum Holdings Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      7060 | NS      | $88269.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     12842 | NS      | $1897405.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Bank                                             | Discover Bank                                                                                 | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $941960.93    | 0.09%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                        | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      5233 | NS      | $343407.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                                                    | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       531 | NS      | $97826.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                  | BANK OF MONTREAL CHICAGO                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4005403 | PA      | $4005403.20   | 0.38%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2983 | NS      | $277299.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                         | Expedia Group Inc                                                                             | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $625498.06    | 0.06%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| HSBC US GOVT FUND LEX                                     | HSBC US GOVT FUND LEX                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4000000 | NS      | $4000000.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     10897 | NS      | $515646.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGH STREET FDG TRUST II                                  | High Street Funding Trust II                                                                  | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1005716.70   | 0.09%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Dowa Holdings Co Ltd                                      | Dowa Holdings Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |      1300 | NS      | $40758.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     62066 | NS      | $374802.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     27600 | NS      | $422839.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      3472 | NS      | $544930.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     14463 | NS      | $1241648.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                            | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $682629.83    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                                     | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    360000 | PA      | $341322.31    | 0.03%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | PURCHASED USD / SOLD CLP                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-547851.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                       | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2817000 | PA      | $2372950.49   | 0.22%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA               | Powszechna Kasa Oszczednosci Bank Polski SA                                                   | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |      6717 | NS      | $46585.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp                                                                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     12277 | NS      | $210449.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     41981 | NS      | $4953758.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK NA FINANCE LLC                                    | Barrick North America Finance LLC                                                             | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2269025.18   | 0.21%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    202367 | NS      | $1262055.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Encore Wire Corp                                          | Encore Wire Corp                                                                              | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1361 | NS      | $187219.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                                                             | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1863000 | PA      | $1417048.21   | 0.13%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer