# EDGAR Filing Document

**Accession Number:** 0001261788
**File Stem:** 0001145549-23-014388
**Filing Date:** 2023-3
**Character Count:** 161839
**Document Hash:** 3c3cca10bba70423a9bd2ff7808827bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-014388.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001145549-23-014388

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Trust for Advised Portfolios
- **CENTRAL INDEX KEY:** 0001261788
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21422
- **FILM NUMBER:** 23692966

**BUSINESS ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZIEGLER CAPITAL MANAGEMENT INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20130128

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZIEGLER LOTSOFF CAPITAL MANAGEMENT INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20110803

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOTSOFF CAPITAL MANAGEMENT INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20050915

## Series and Classes Contracts Data

### Fulcrum Diversified Absolute Return Fund (Series ID: S000050264)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000158697 | Super Institutional Class | FARYX           |
| C000158698 | Institutional Class       | FARIX           |
| C000158699 | Advisor Class             | FARAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Trust for Advised Portfolios

- **b. Investment Company Act file number:** 811-21422

- **c. CIK number of Registrant:** 0001261788

- **d. LEI of Registrant:** 549300YZEFREMRTE2K87

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202-5210

  - **Telephone number:** 4142873700

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

- **a. Name of Series:** Fulcrum Diversified Absolute Return Fund

- **b. EDGAR series identifier (if any):** S000050264

- **c. LEI of Series:** 549300PWNGQVPAFO9806

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $260865008.06

**Total Liabilities:** $4399424.84

**Net Assets:** $256465583.22

**Amount of Assets Invested in Other Investment Companies:** $9890748.48

**Cash Not Reported:** $108198584.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -39444.780000000000 | **1-Year:** 12055.180000000000 | **5-Year:** 21229.540000000000 | **10-Year:** 14455.060000000000 | **30-Year:** 4476.510000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 1437.810000000000 | **5-Year:** 865.790000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158697 | 1.08%                | -0.64%               | -0.99%               |
| Class ID C000158698 | 1.08%                | -0.75%               | -1.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $43548.38                | $609273.45                                 |
| Month 2  | $-404568.10              | $1627516.88                                |
| Month 3  | $23713.53                | $-267566.63                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   | Balance   | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| N/A                            | IRS PAY FIXED 2.4982% 12/22/2027                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $4627.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.9430000% 09/02/2027                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $-120824.43   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | USDBRL CADBRL CORRELATION P100 15 JUN 2023              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 23000     | NC      | $207000.00    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                            | USDCJPYP DIGI 150 03/03/2023                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 455000    | NC      | $2307.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | USDCNH 7.3810 AND USDBRL 5.2602 24 FEB 23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 328000    | NC      | $1823.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | USDCTRYP DIGI 20 30/01/2023                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 128000    | NC      | $8198.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        | 169       | NS      | $11598.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quebecor Inc                   | Quebecor Inc                                            | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        | 190       | NS      | $4237.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada           | Royal Bank of Canada                                    | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        | 499       | NS      | $46914.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Railway Ltd   | Canadian Pacific Railway Ltd                            | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        | 289       | NS      | $21546.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SunOpta Inc                    | SunOpta Inc                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        | 1732      | NS      | $14556.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank/The                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        | 656       | NS      | $42475.27     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortis Inc/Canada              | Fortis Inc/Canada                                       | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        | 172       | NS      | $6882.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        | 2453      | NS      | $150884.03    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co     | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        | 310       | NS      | $2538.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc      | Dick's Sporting Goods Inc                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        | 34        | NS      | $4089.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc         | Sun Life Financial Inc                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        | 264       | NS      | $12254.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Emera Inc                      | Emera Inc                                               | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        | 106       | NS      | $4051.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                                      | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        | 18        | NS      | $5952.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Western Bank          | Canadian Western Bank                                   | CUSIP: 13677F101<br>LEI: 549300QG7XFGLKN6HL17 | Long             | EC               | CORP              | CA        | 215       | NS      | $3820.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vale SA                        | Vale SA                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        | 618       | NS      | $10456.17     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        | 252       | NS      | $14812.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc       | Cullen/Frost Bankers Inc                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        | 24        | NS      | $3208.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        | 326       | NS      | $29059.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 32        | NS      | $44399.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        | 1810      | NS      | $145904.10    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors Inc              | Clean Harbors Inc                                       | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        | 24        | NS      | $2738.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Sportswear Co         | Columbia Sportswear Co                                  | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        | 43        | NS      | $3765.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                   | Comerica Inc                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        | 54        | NS      | $3609.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources Inc         | Comstock Resources Inc                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        | 1502      | NS      | $20592.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Inc                     | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        | 73        | NS      | $3668.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Railway Ltd   | Canadian Pacific Railway Ltd                            | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        | 112       | NS      | $8354.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Solar Inc             | Canadian Solar Inc                                      | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        | 810       | NS      | $25029.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp         | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        | 83        | NS      | $3385.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                   | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        | 275       | NS      | $22552.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                      | Chegg Inc                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        | 136       | NS      | $3436.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        | 909       | NS      | $65402.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        | 114       | NS      | $15290.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        | 109       | NS      | $8388.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                     | Cigna Corp                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        | 148       | NS      | $49038.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        | 172       | NS      | $28923.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                       | CSX Corp                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        | 921       | NS      | $28532.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                         | BP PLC                                                  | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        | 40647     | NS      | $233367.91    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        | 1016      | NS      | $313842.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        | 72        | NS      | $145100.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                | AstraZeneca PLC                                         | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        | 663       | NS      | $89916.51     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Co | Booz Allen Hamilton Holding Corp                        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        | 38        | NS      | $3971.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        | 522       | NS      | $24152.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        | 51        | NS      | $8237.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        | 3815      | NS      | $126352.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITE Group PLC/The            | UNITE Group PLC/The                                     | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        | 276       | NS      | $3036.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential PLC                 | Prudential PLC                                          | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        | 1193      | NS      | $16261.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                                           | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        | 681       | NS      | $47734.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co        | Becton Dickinson and Co                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        | 104       | NS      | $26447.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        | 233       | NS      | $21634.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp           | Ares Management Corp                                    | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        | 139       | NS      | $9513.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Halma PLC                      | Halma PLC                                               | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        | 979       | NS      | $23363.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered PLC         | Standard Chartered PLC                                  | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        | 1110      | NS      | $8352.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirent Communications PLC     | Spirent Communications PLC                              | CUSIP: N/A<br>LEI: 213800HKCUNWP1916L38       | Long             | EC               | CORP              | GB        | 908       | NS      | $2856.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        | 734       | NS      | $175323.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        | 69        | NS      | $10516.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        | 81        | NS      | $11317.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        | 2141      | NS      | $163015.74    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        | 117       | NS      | $60017.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AptarGroup Inc                 | AptarGroup Inc                                          | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        | 29        | NS      | $3189.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                        | Aramark                                                 | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        | 89        | NS      | $3679.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarkson PLC                   | Clarkson PLC                                            | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               | CORP              | GB        | 103       | NS      | $4028.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        | 833       | NS      | $73495.59     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                             | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        | 92        | NS      | $8180.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        | 184       | NS      | $17470.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group I | American International Group Inc                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        | 329       | NS      | $20805.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American States Water Co       | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        | 238       | NS      | $22026.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        | 3469      | NS      | $63864.29     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Glanbia PLC                    | Glanbia PLC                                             | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               | CORP              | IE        | 244       | NS      | $3036.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        | 850       | NS      | $286050.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AeroVironment Inc              | AeroVironment Inc                                       | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        | 229       | NS      | $19616.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        | 71        | NS      | $3919.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        | 121       | NS      | $16407.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sacyr SA                       | Sacyr SA                                                | CUSIP: N/A<br>LEI: 959800XKAB9VNAVN9425       | Long             | EC               | CORP              | ES        | 1154      | NS      | $3211.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MDC Holdings Inc               | MDC Holdings Inc                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        | 91        | NS      | $2875.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| M/I Homes Inc                  | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        | 64        | NS      | $2955.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        | 40        | NS      | $18606.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jungheinrich AG                | Jungheinrich AG                                         | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        | 112       | NS      | $3186.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        | 267       | NS      | $19207.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ERG SpA                        | ERG SpA                                                 | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Long             | EC               | CORP              | IT        | 123       | NS      | $3813.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp          | Lincoln National Corp                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        | 64        | NS      | $1966.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Loews Corp                     | Loews Corp                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        | 88        | NS      | $5133.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corp                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        | 67        | NS      | $3966.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Saab AB                        | Saab AB                                                 | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        | 74        | NS      | $2912.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        | 393       | NS      | $125909.34    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp        | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 46        | NS      | $3356.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        | 150       | NS      | $37216.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sampo Oyj                      | Sampo Oyj                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        | 245       | NS      | $12803.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International           | Hermes International                                    | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        | 38        | NS      | $58778.19     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc             | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 249       | NS      | $3986.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Storage Inc               | Life Storage Inc                                        | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        | 27        | NS      | $2659.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Skandinaviska Enskilda Banken  | Skandinaviska Enskilda Banken AB                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        | 1061      | NS      | $12196.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        | 3222      | NS      | $102975.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vivendi SE                     | Vivendi SE                                              | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        | 5521      | NS      | $52681.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                        | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        | 359       | NS      | $6253.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        | 71        | NS      | $14782.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Metsa Board Oyj                | Metsa Board Oyj                                         | CUSIP: N/A<br>LEI: 743700KKB8Q035K38488       | Long             | EC               | CORP              | FI        | 368       | NS      | $3452.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Outokumpu Oyj                  | Outokumpu Oyj                                           | CUSIP: N/A<br>LEI: 5493009YRUJJDCFF0R80       | Long             | EC               | CORP              | FI        | 4382      | NS      | $22191.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                                        | CUSIP: F72027109<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        | 108       | NS      | $21243.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Remy Cointreau SA              | Remy Cointreau SA                                       | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        | 18        | NS      | $3036.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                         | RWE AG                                                  | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        | 4868      | NS      | $216722.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        | 1167      | NS      | $206150.55    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Schibsted ASA                  | Schibsted ASA                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        | 173       | NS      | $3275.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        | 593       | NS      | $230807.46    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Post AG               | Deutsche Post AG                                        | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        | 4365      | NS      | $164378.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 235       | NS      | $6965.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        | 67        | NS      | $13727.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Verbund AG                     | Verbund AG                                              | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        | 180       | NS      | $15154.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        | 1381      | NS      | $185192.10    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UNIQA Insurance Group AG       | UNIQA Insurance Group AG                                | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | EC               | CORP              | AT        | 518       | NS      | $3881.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                     | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        | 60        | NS      | $30731.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hufvudstaden AB                | Hufvudstaden AB                                         | CUSIP: N/A<br>LEI: 213800UEV5ZAFFVQ4J85       | Long             | EC               | CORP              | SE        | 230       | NS      | $3268.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        | 691       | NS      | $9743.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GEA Group AG                   | GEA Group AG                                            | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        | 79        | NS      | $3230.39      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc  | Interactive Brokers Group Inc                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        | 708       | NS      | $51223.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capgemini SE                   | Capgemini SE                                            | CUSIP: F4973Q101<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        | 68        | NS      | $11351.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Financial Services Gr | Hartford Financial Services Group Inc/The               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        | 138       | NS      | $10464.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AP Moller - Maersk A/S         | AP Moller - Maersk A/S                                  | CUSIP: K0514G101<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        | 29        | NS      | $65207.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United Internet AG             | United Internet AG                                      | CUSIP: D8542B125<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        | 1445      | NS      | $29218.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        | 243       | NS      | $52074.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc               | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        | 280       | NS      | $3586.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| German American Bancorp Inc    | German American Bancorp Inc                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 94        | NS      | $3506.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| adidas AG                      | adidas AG                                               | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        | 234       | NS      | $31926.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                              | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        | 218       | NS      | $77847.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        | 241       | NS      | $175398.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hannon Armstrong Sustainable I | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 143       | NS      | $4144.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group Inc/Th | Hanover Insurance Group Inc/The                         | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        | 23        | NS      | $3107.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp                | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 64        | NS      | $3397.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        | 299       | NS      | $30219.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                 | Five Below Inc                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        | 23        | NS      | $4068.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FleetCor Technologies Inc      | FleetCor Technologies Inc                               | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        | 30        | NS      | $5510.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franco-Nevada Corp             | Franco-Nevada Corp                                      | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        | 82        | NS      | $11191.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        | 94        | NS      | $17722.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        | 1027      | NS      | $106725.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                       | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        | 35        | NS      | $4368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial In | Fidelity National Financial Inc                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        | 99        | NS      | $3724.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        | 338       | NS      | $11089.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corp               | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        | 142       | NS      | $3510.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares Inc/ | First Citizens BancShares Inc/NC                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        | 7         | NS      | $5308.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services  | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        | 68        | NS      | $3329.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        | 166       | NS      | $108734.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential             | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        | 136       | NS      | $8024.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        | 20        | NS      | $4238.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy              | Eversource Energy                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        | 123       | NS      | $10312.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G Annuities & Life Inc       | F&G Annuities & Life Inc                                | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 5         | NS      | $100.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        | 496       | NS      | $192581.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Signature Bank/New York NY     | Signature Bank/New York NY                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        | 25        | NS      | $2880.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sitio Royalties Corp           | Sitio Royalties Corp                                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 684       | NS      | $19733.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunstone Hotel Investors Inc   | Sunstone Hotel Investors Inc                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        | 257       | NS      | $2482.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        | 422       | NS      | $33591.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                                      | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        | 67        | NS      | $17752.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yara International ASA         | Yara International ASA                                  | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        | 1529      | NS      | $67204.33     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken NV                    | Heineken NV                                             | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        | 245       | NS      | $23047.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        | 33        | NS      | $3719.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        | 161       | NS      | $53925.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group            | SVB Financial Group                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        | 113       | NS      | $26005.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra Energy                  | Sempra Energy                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        | 112       | NS      | $17308.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc      | Prosperity Bancshares Inc                               | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 51        | NS      | $3706.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Life Holding AG          | Swiss Life Holding AG                                   | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        | 11        | NS      | $5672.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        | 171       | NS      | $17007.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                        | RPC Inc                                                 | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 3191      | NS      | $28367.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp         | Regions Financial Corp                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        | 444       | NS      | $9572.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        | 113       | NS      | $14575.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                 | BNP Paribas SA                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        | 1481      | NS      | $84418.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lonza Group AG                 | Lonza Group AG                                          | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        | 153       | NS      | $74973.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Financial Corp         | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 130       | NS      | $3506.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        | 259       | NS      | $33594.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        | 346       | NS      | $39004.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp          | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 370       | NS      | $3836.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clariant AG                    | Clariant AG                                             | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        | 178       | NS      | $2820.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontobel Holding AG            | Vontobel Holding AG                                     | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        | 49        | NS      | $3248.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexans SA                      | Nexans SA                                               | CUSIP: F65277109<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        | 354       | NS      | $32001.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        | 1585      | NS      | $286346.10    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                       | Enel SpA                                                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        | 7413      | NS      | $39914.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Billerud AB                    | Billerud AB                                             | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        | 1618      | NS      | $19707.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| West Japan Railway Co          | West Japan Railway Co                                   | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        | 1912      | NS      | $83464.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        | 1014      | NS      | $141493.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pan American Silver Corp       | Pan American Silver Corp                                | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        | 202       | NS      | $3300.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AXA SA                         | AXA SA                                                  | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        | 1014      | NS      | $28280.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Groupe Bruxelles Lambert NV    | Groupe Bruxelles Lambert NV                             | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        | 60        | NS      | $4790.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Holcim AG                      | Holcim AG                                               | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        | 223       | NS      | $11547.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Okta Inc                       | Okta Inc                                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        | 1578      | NS      | $107824.74    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN        | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        | 189       | NS      | $3398.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Tsusho Corp             | Toyota Tsusho Corp                                      | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        | 92        | NS      | $3424.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unicharm Corp                  | Unicharm Corp                                           | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        | 3169      | NS      | $122374.98    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        | 197       | NS      | $31114.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PacWest Bancorp                | PacWest Bancorp                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        | 153       | NS      | $3511.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Yusen KK                | Nippon Yusen KK                                         | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        | 4155      | NS      | $98461.22     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NOW Inc                        | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        | 322       | NS      | $4089.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QBE Insurance Group Ltd        | QBE Insurance Group Ltd                                 | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        | 415       | NS      | $3794.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zijin Mining Group Co Ltd      | Zijin Mining Group Co Ltd                               | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        | 10246     | NS      | $13888.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc  | Oceaneering International Inc                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        | 1403      | NS      | $24538.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COSCO SHIP ENGY                | COSCO SHIPPING Energy Transportation Co Ltd             | CUSIP: N/A<br>LEI: 529900IGB8FVHRCR1W95       | Long             | EC               | CORP              | CN        | 86480     | NS      | $66255.04     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ITOCHU Corp                    | ITOCHU Corp                                             | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        | 4420      | NS      | $139632.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        | 402       | NS      | $3457.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueScope Steel Ltd            | BlueScope Steel Ltd                                     | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        | 270       | NS      | $3095.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        | 116       | NS      | $3180.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui OSK Lines Ltd           | Mitsui OSK Lines Ltd                                    | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        | 135       | NS      | $3384.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NGK Spark Plug Co Ltd          | NGK Spark Plug Co Ltd                                   | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        | 1128      | NS      | $20963.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cochlear Ltd                   | Cochlear Ltd                                            | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        | 603       | NS      | $83802.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KDDI Corp                      | KDDI Corp                                               | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        | 4641      | NS      | $140814.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiseki Co Ltd                 | Daiseki Co Ltd                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        | 129       | NS      | $4462.51      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NVR Inc                        | NVR Inc                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        | 18        | NS      | $83026.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        | 237       | NS      | $14539.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp                      | Hoya Corp                                               | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        | 1218      | NS      | $117911.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips NV         | Koninklijke Philips NV                                  | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        | 252       | NS      | $3777.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Angang Steel Co Ltd            | Angang Steel Co Ltd                                     | CUSIP: N/A<br>LEI: 213800QMMVMR3ABCKL62       | Long             | EC               | CORP              | CN        | 98300     | NS      | $26824.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                                           | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        | 1797      | NS      | $55827.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        | 91        | NS      | $25354.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirvac Group                   | Mirvac Group                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        | 2120      | NS      | $3074.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        | 794       | NS      | $67505.88     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Masonite International Corp    | Masonite International Corp                             | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        | 39        | NS      | $3143.79      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        | 459       | NS      | $159608.07    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Infineon Technologies AG       | Infineon Technologies AG                                | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        | 5372      | NS      | $163484.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        | 1121      | NS      | $124374.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp            | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        | 34        | NS      | $3134.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Givaudan SA                    | Givaudan SA                                             | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        | 16        | NS      | $49021.79     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD 0.6421 AND USDJPY 132.60 17 MAR 23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 272000    | NC      | $29784.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Grafton Group PLC              | Grafton Group PLC                                       | CUSIP: N/A<br>LEI: 635400BE9SBAG61DJ963       | Long             | EC               | CORP              | IE        | 302       | NS      | $2879.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PSP Swiss Property AG          | PSP Swiss Property AG                                   | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        | 26        | NS      | $3050.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Ning Co Ltd                 | Li Ning Co Ltd                                          | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | CN        | 10022     | NS      | $86989.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA             | Banco Santander SA                                      | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        | 8354      | NS      | $25061.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        | 223       | NS      | $36902.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23C 70                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $16650.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23P 63.5                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $3330.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23P 65                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $8140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23P 65.5                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $10360.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23P 66.5                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $17760.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDCNZDP 1.1285 13/01/2023                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        | 22882000  | NC      | $202.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 34        | NC      | $8075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec24                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 43        | NC      | $1225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec25                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 43        | NC      | $-6462.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23C 67                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $69930.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23C 68                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $46620.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Euro 9am   Feb23C 68.5                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 37        | NC      | $37000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        | 2799      | NS      | $92087.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                    | Workday Inc                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        | 461       | NS      | $77139.13     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        | 265       | NS      | $18579.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA               | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        | 74        | NS      | $3637.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 138       | NC      | $-50528.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | FTSE/JSE TOP 40   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        | 2         | NC      | $-2124.62     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp         | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        | 70        | NS      | $3313.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        | 1779      | NS      | $73454.91     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp       | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        | 56        | NS      | $3335.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                        | WEX Inc                                                 | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        | 22        | NS      | $3600.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        | 275       | NS      | $8525.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wheaton Precious Metals Corp   | Wheaton Precious Metals Corp                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        | 1991      | NS      | $77808.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        | 312       | NS      | $3528.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        | 4031      | NS      | $158821.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc            | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        | 1822      | NS      | $19149.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                       | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        | 2066      | NS      | $429232.16    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc             | Voya Financial Inc                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        | 51        | NS      | $3135.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        | 146       | NS      | $22904.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 10200000  | PA      | $10115513.40  | 3.94%             | 2023-03-16      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 9700000   | PA      | $9600750.47   | 3.74%             | 2023-03-30      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 10500000  | PA      | $10386210.66  | 4.05%             | 2023-04-06      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 7700000   | PA      | $7583904.17   | 2.96%             | 2023-05-04      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796Z69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 10200000  | PA      | $10117245.46  | 3.94%             | 2023-03-14      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        | 457       | NS      | $242292.26    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 10000000  | PA      | $9830898.40   | 3.83%             | 2023-05-18      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 10100000  | PA      | $10091244.51  | 3.93%             | 2023-01-12      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 8100000   | PA      | $8074334.26   | 3.15%             | 2023-02-02      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 9700000   | PA      | $9635391.31   | 3.76%             | 2023-02-28      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 9700000   | PA      | $9651821.94   | 3.76%             | 2023-02-16      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 9500000   | PA      | $9427302.20   | 3.68%             | 2023-03-09      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        | 130       | NS      | $8092.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                     | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        | 724       | NS      | $31573.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        | 272       | NS      | $56323.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 8300000   | PA      | $8279449.12   | 3.23%             | 2023-01-26      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 9720000   | PA      | $9661572.21   | 3.77%             | 2023-02-23      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                             | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 8800000   | PA      | $8685399.45   | 3.39%             | 2023-04-20      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        | 909       | NS      | $127260.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc               | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        | 209       | NS      | $3945.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tellurian Inc                  | Tellurian Inc                                           | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        | 11409     | NS      | $19167.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        | 193       | NS      | $106283.17    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        | 102       | NS      | $19123.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                  | Trupanion Inc                                           | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        | 434       | NS      | $20628.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Watches of Switzerland Group P | Watches of Switzerland Group PLC                        | CUSIP: N/A<br>LEI: 2138008ZOT5K9PJW7168       | Long             | EC               | CORP              | GB        | 291       | NS      | $2886.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Croda International PLC        | Croda International PLC                                 | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        | 44        | NS      | $3512.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JTOWER Inc                     | JTOWER Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        | 460       | NS      | $21310.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warehouses De Pauw CVA         | Warehouses De Pauw CVA                                  | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        | 2357      | NS      | $67365.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Trainline PLC                  | Trainline PLC                                           | CUSIP: N/A<br>LEI: 213800HO26VXTFJ4MO71       | Long             | EC               | CORP              | GB        | 881       | NS      | $2924.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Auckland International Airport | Auckland International Airport Ltd                      | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        | 1386      | NS      | $6872.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shurgard Self Storage SA       | Shurgard Self Storage SA                                | CUSIP: N/A<br>LEI: 549300J0UEIKU81XO336       | Long             | EC               | CORP              | LU        | 430       | NS      | $19723.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neoen SA                       | Neoen SA                                                | CUSIP: N/A<br>LEI: 969500C0AIAGQWZGJO13       | Long             | EC               | CORP              | FR        | 110       | NS      | $4428.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Group Holdings PLC     | Phoenix Group Holdings PLC                              | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        | 547       | NS      | $4024.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valmet Oyj                     | Valmet Oyj                                              | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        | 123       | NS      | $3312.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S               | Novo Nordisk A/S                                        | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        | 951       | NS      | $128409.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pets at Home Group Plc         | Pets at Home Group Plc                                  | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        | 7148      | NS      | $24507.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc          | TFI International Inc                                   | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        | 36        | NS      | $3605.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Landis+Gyr Group AG            | Landis+Gyr Group AG                                     | CUSIP: N/A<br>LEI: 529900PZYVAKCYSLFL19       | Long             | EC               | CORP              | CH        | 66        | NS      | $4657.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A-Living Smart City Services C | A-Living Smart City Services Co Ltd                     | CUSIP: N/A<br>LEI: 3003007MSHCO6ZTTSZ09       | Long             | EC               | CORP              | CN        | 16833     | NS      | $20293.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| China Tower Corp Ltd           | China Tower Corp Ltd                                    | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        | 807896    | NS      | $86943.44     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rightmove PLC                  | Rightmove PLC                                           | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        | 489       | NS      | $3023.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Moncler SpA                    | Moncler SpA                                             | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        | 472       | NS      | $25009.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SimCorp A/S                    | SimCorp A/S                                             | CUSIP: N/A<br>LEI: 5299000WVEJNSG42AK88       | Long             | EC               | CORP              | DK        | 63        | NS      | $4336.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | BCIIACTM SWAP (BARCLAYS)                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $-5656.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | BCIIBATM SWAP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $-10952.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransAlta Renewables Inc       | TransAlta Renewables Inc                                | CUSIP: 893463109<br>LEI: 529900U45A1JKZFABZ35 | Long             | EC               | CORP              | CA        | 357       | NS      | $2966.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokmanni Group Corp            | Tokmanni Group Corp                                     | CUSIP: N/A<br>LEI: 743700VMG6KWF0FW1560       | Long             | EC               | CORP              | FI        | 225       | NS      | $2719.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Healthineers AG        | Siemens Healthineers AG                                 | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        | 414       | NS      | $20709.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brenntag SE                    | Brenntag SE                                             | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        | 46        | NS      | $2940.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Longfor Group Holdings Ltd     | Longfor Group Holdings Ltd                              | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        | 7824      | NS      | $24357.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| APERAM SA                      | APERAM SA                                               | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        | 109       | NS      | $3440.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Segro PLC                      | Segro PLC                                               | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        | 360       | NS      | $3323.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northland Power Inc            | Northland Power Inc                                     | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        | 130       | NS      | $3564.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunello Cucinelli SpA         | Brunello Cucinelli SpA                                  | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        | 49        | NS      | $3624.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CH MODERN D                    | China Modern Dairy Holdings Ltd                         | CUSIP: N/A<br>LEI: 549300TAELI2JXTKK009       | Long             | EC               | CORP              | CN        | 168088    | NS      | $21319.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freehold Royalties Ltd         | Freehold Royalties Ltd                                  | CUSIP: 356500108<br>LEI: 529900KRYLKJ2WW87P48 | Long             | EC               | CORP              | CA        | 326       | NS      | $3811.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SpareBank 1 SR-Bank ASA        | SpareBank 1 SR-Bank ASA                                 | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               | CORP              | NO        | 366       | NS      | $4509.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stolt-Nielsen Ltd              | Stolt-Nielsen Ltd                                       | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               | CORP              | GB        | 138       | NS      | $3796.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA LONGYUAN                 | China Longyuan Power Group Corp Ltd                     | CUSIP: N/A<br>LEI: 5299008UYLF3O6V9T464       | Long             | EC               | CORP              | CN        | 92062     | NS      | $112520.29    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Glencore PLC                   | Glencore PLC                                            | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        | 35353     | NS      | $236096.97    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Marfrig Global Foods SA        | Marfrig Global Foods SA                                 | CUSIP: N/A<br>LEI: 391200219USWMOBN3F92       | Long             | EC               | CORP              | BR        | 9001      | NS      | $14559.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moneysupermarket.com Group PLC | Moneysupermarket.com Group PLC                          | CUSIP: N/A<br>LEI: 54930016B7VO33FBE722       | Long             | EC               | CORP              | GB        | 1346      | NS      | $3130.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SK INNOVATION CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $-2242.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                   | Iberdrola SA                                            | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        | 3165      | NS      | $37030.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Macquarie Group Ltd            | Macquarie Group Ltd                                     | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        | 141       | NS      | $16028.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EDP Renovaveis SA              | EDP Renovaveis SA                                       | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        | 473       | NS      | $10420.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ence Energia y Celulosa SA     | Ence Energia y Celulosa SA                              | CUSIP: N/A<br>LEI: 95980020140005309084       | Long             | EC               | CORP              | ES        | 814       | NS      | $2448.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anglo American PLC             | Anglo American PLC                                      | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        | 514       | NS      | $20111.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SLC Agricola SA                | SLC Agricola SA                                         | CUSIP: N/A<br>LEI: 54930017BQDYJPIJXG79       | Long             | EC               | CORP              | BR        | 2113      | NS      | $18753.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SLC AGRICOLA SA                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $467.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaria Energia y Medio Ambien | Solaria Energia y Medio Ambiente SA                     | CUSIP: N/A<br>LEI: 959800PM2YJU406K2789       | Long             | EC               | CORP              | ES        | 251       | NS      | $4599.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ANTA Sports Products Ltd       | ANTA Sports Products Ltd                                | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | CN        | 10423     | NS      | $136606.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian PLC                   | Experian PLC                                            | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        | 467       | NS      | $15881.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aker BP ASA                    | Aker BP ASA                                             | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        | 315       | NS      | $9777.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SCOR SE                        | SCOR SE                                                 | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        | 217       | NS      | $4991.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SAO MARTINHO SA                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $1856.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JBS SA                         | JBS SA                                                  | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        | 6859      | NS      | $28528.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Svenska Cellulosa AB SCA       | Svenska Cellulosa AB SCA                                | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        | 237       | NS      | $2996.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cosan SA                       | Cosan SA                                                | CUSIP: N/A<br>LEI: 549300PGFCX2JMKKLC96       | Long             | EC               | CORP              | BR        | 31434     | NS      | $102224.87    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | COSAN SA INDUSTRIA COMERCIO                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $2321.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Stock Exchange Group PL | London Stock Exchange Group PLC                         | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        | 271       | NS      | $23379.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QinetiQ Group PLC              | QinetiQ Group PLC                                       | CUSIP: N/A<br>LEI: 213800S8OBDOZMCMUW34       | Long             | EC               | CORP              | GB        | 658       | NS      | $2839.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesdome Gold Mines Ltd         | Wesdome Gold Mines Ltd                                  | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        | 546       | NS      | $3016.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arkema SA                      | Arkema SA                                               | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        | 35        | NS      | $3142.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Admiral Group PLC              | Admiral Group PLC                                       | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        | 138       | NS      | $3565.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordex SE                      | Nordex SE                                               | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        | 401       | NS      | $5666.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Localiza Rent a Car SA         | Localiza Rent a Car SA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        | 2151      | NS      | $21828.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke DSM NV             | Koninklijke DSM NV                                      | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        | 85        | NS      | $10399.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandai Namco Holdings Inc      | Bandai Namco Holdings Inc                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        | 665       | NS      | $42127.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SpareBank 1 SMN                | SpareBank 1 SMN                                         | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               | CORP              | NO        | 351       | NS      | $4564.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CNHJPY 19.1360 AND USDJPY 139.90 23 FEB 23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | JP        | 102700000 | NC      | $195.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CNH/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $47838.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CNH/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-245239.65   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS REC FIXED 2.89% 3/15/2028                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $37163.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        | 8         | NC      | $12627.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canaccord Genuity Group Inc    | Canaccord Genuity Group Inc                             | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        | 780       | NS      | $4833.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Feb23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 22        | NC      | $116480.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 4.069% 3/15/2033                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $35147.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CLP/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $4957.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CLP/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-34019.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        | -13       | NC      | $22644.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CNHJPY 18.7419 AND USDJPY 137.11 17 FEB 23              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | JP        | 201000000 | NC      | $765.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Jan23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        | 13        | NC      | $-31963.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CGFCECO2 - SWAP                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $52547.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | US OFFICE REITS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $51583.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CGNAECOM - SWAP                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $26.76        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CHF/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-5325.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CHF/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $7322.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                       | Adyen NV                                                | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        | 16        | NS      | $22066.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CORN FUTURE       Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 9         | NC      | $-4175.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.4908% 3/15/2028                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $6305.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        | -2        | NC      | $-1070.45     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | COCOA FUTURE      Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 1         | NC      | $350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 212       | NC      | $31493.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hydro One Ltd                  | Hydro One Ltd                                           | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        | 170       | NS      | $4553.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Softcat PLC                    | Softcat PLC                                             | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        | 1537      | NS      | $22000.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Future PLC                     | Future PLC                                              | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | EC               | CORP              | GB        | 192       | NS      | $2940.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hapag-Lloyd AG                 | Hapag-Lloyd AG                                          | CUSIP: N/A<br>LEI: HD52L5PJVBXJUUX8I539       | Long             | EC               | CORP              | DE        | 216       | NS      | $41064.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Europris ASA                   | Europris ASA                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        | 3245      | NS      | $22738.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kahoot! ASA                    | Kahoot! ASA                                             | CUSIP: N/A<br>LEI: 2549004957SZTRN8CW77       | Long             | EC               | CORP              | NO        | 8218      | NS      | $16302.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | BRL/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-35275.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        | -33       | NC      | $38932.11     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Computacenter PLC              | Computacenter PLC                                       | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               | CORP              | GB        | 133       | NS      | $3072.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Direct Line Insurance Group PL | Direct Line Insurance Group PLC                         | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        | 1499      | NS      | $4010.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcelorMittal SA               | ArcelorMittal SA                                        | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        | 1889      | NS      | $49692.43     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        | 89        | NS      | $11797.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TOMRA Systems ASA              | TOMRA Systems ASA                                       | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        | 181       | NS      | $3059.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wihlborgs Fastigheter AB       | Wihlborgs Fastigheter AB                                | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        | 408       | NS      | $3069.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS REC FIXED 13.125% 1/2/2025                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $52732.84     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto Trader Group PLC          | Auto Trader Group PLC                                   | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        | 601       | NS      | $3746.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS REC FIXED 13.445% 1/2/2026                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $104469.28    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | BRL/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-1285.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DNB Bank ASA                   | DNB Bank ASA                                            | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        | 763       | NS      | $15144.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NN Group NV                    | NN Group NV                                             | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        | 111       | NS      | $4534.15      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexagon AB                     | Hexagon AB                                              | CUSIP: W4R431112<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        | 14992     | NS      | $156602.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 1         | NC      | $1842.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corp ACCIONA Energias Renovabl | Corp ACCIONA Energias Renovables SA                     | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               | CORP              | ES        | 125       | NS      | $4835.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | -204      | NC      | $264023.14    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Localiza Rent a Car SA         | Localiza Rent a Car SA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        | 7         | NS      | $14.78        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Davide Campari-Milano NV       | Davide Campari-Milano NV                                | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | IT        | 367       | NS      | $3725.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dassault Aviation SA           | Dassault Aviation SA                                    | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        | 24        | NS      | $4064.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PrairieSky Royalty Ltd         | PrairieSky Royalty Ltd                                  | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        | 1866      | NS      | $29905.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vestas Wind Systems A/S        | Vestas Wind Systems A/S                                 | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        | 460       | NS      | $13382.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coface SA                      | Coface SA                                               | CUSIP: N/A<br>LEI: 96950025N07LTJYFSN57       | Long             | EC               | CORP              | FR        | 306       | NS      | $3976.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | VSTOXX Future     Jan23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | -40       | NC      | $2189.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | VSTOXX Future     Feb23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | -130      | NC      | $16003.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | RAIZEN PN                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $2066.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opdenergy Holdings SA          | Opdenergy Holdings SA                                   | CUSIP: N/A<br>LEI: 959800KT1FVNZ7HC1R25       | Long             | EC               | CORP              | ES        | 2581      | NS      | $10609.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wise PLC                       | Wise PLC                                                | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        | 12609     | NS      | $85791.69     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JD Sports Fashion PLC          | JD Sports Fashion PLC                                   | CUSIP: G5144Y120<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        | 2527      | NS      | $3853.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | EUR/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-11303.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURUSD 1.0043 AND USDCHF 0.9622 27 JAN 23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 225000    | NC      | $571.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURUSD GBPUSD CORRELATION P100 02 JUN 2023              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 22000     | NC      | $521732.38    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | -3        | NC      | $-1404.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | FMC CORP (USD) SWAP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $0.29         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -3        | NC      | $2015.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | EURCUSDP 1.1000 01/06/2023                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | -3154000  | NC      | $-46486.72    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURCUSDP 1.1550 01/06/2023                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 10873000  | NC      | $33904.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EUR/HUF FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-109673.03   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EUR/HUF FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $33360.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EUR/PLN FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $3314.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EUR/PLN FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-74985.34    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURBRL USDBRL CORRELATION P100 27 FEB 2023              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 20000     | NC      | $300496.36    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURBRL USDBRL CORRELATION P100 10 APRIL 2023            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 16250     | NC      | $232574.97    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURCCNHP OT 8.40 09/02/2023                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        | 254000    | NC      | $390.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURCGBPP 0.8875 RKO 0.9050 26/01/2023                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        | 32055000  | NC      | $39048.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURCGBPP DIGI 0.92 16/03/2023                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        | 1282000   | NC      | $216449.26    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURCHUFP DIGI 575 13/04/2023                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        | 273000    | NC      | $2874.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 128       | NC      | $-800927.50   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.618900% 08/15/2032                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $95866.88     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.6698% 3/15/2025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $32360.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 1.85% 3/15/2053                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $60589.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.401% 3/15/2028                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $58729.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS REC FIXED 3.105000% 08/15/2027                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $-29115.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        | -11       | NC      | $5823.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | -49       | NC      | $-25935.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | ECOLAB INC (USD) SWAP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $1.79         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IMM EURO$ FUT OPT Mar23C 95.0625                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 77        | NC      | $14918.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IMM EURO$ FUT OPT Mar23P 94.625                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 77        | NC      | $8662.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | AMSTERDAM IDX FUT Jan23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        | 2         | NC      | $-21772.87    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SX5E DIVIDEND OPT Dec23C 130                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | -77       | NC      | $-33711.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec24                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | -57       | NC      | $-53918.36    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec25                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | -59       | NC      | $-34639.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | COFF ROBUSTA 10tn Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        | -18       | NC      | $10570.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | DAX Mini Future   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | 16        | NC      | $-40561.88    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | DKK/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-1933.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CRUDE OIL OPT IPE Dec23C 100                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        | 59        | NC      | $361080.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CRUDE OIL OPT IPE Dec23P 60                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        | -59       | NC      | $-244260.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | -2        | NC      | $-3205.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | CORTEVA INC (USD) SWAP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $-3.05        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | 39        | NC      | $32980.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | SX5E DIVIDEND OPT Dec23C 120                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        | 75        | NC      | $99712.05     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | Euro-BTP Future   Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        | -93       | NC      | $651366.44    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.215% 03/15/2033                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $39279.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 6.267% 03/15/2028                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $3748.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | INR/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-6835.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | CRUDE OIL OPT IPE Mar23C 110                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        | 105       | NC      | $10500.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Dec23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        | 76        | NC      | $152923.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | HUF/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-10603.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | HUF/USD FWD 20230131                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $1327.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IBEX 35 INDX FUTR Jan23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        | 2         | NC      | $-2177.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IDR/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $-10674.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IDR/USD FWD 20230315                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1         | NC      | $21459.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IDEXX LABORATORIES INC (USD) SWAP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $-20.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | HANG SENG IDX FUT Jan23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        | 1         | NC      | $-333.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS REC FIXED 3.651% 3/15/2033                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $-6412.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 4.065% 3/15/2026                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $1973.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Feb23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 1         | NC      | $4515.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 8.9805% 03/16/2033                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $29200.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | IRS PAY FIXED 11.907% 3/15/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 1         | NC      | $2503.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                            | ATHLEISURE DM-TRS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $9604.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | GSMBEDIS SWAP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 1         | NC      | $8681.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | HSCEI Futures     Jan23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        | -6        | NC      | $-2434.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | HG COPPER FUT OPT Feb23C 430                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | -46       | NC      | $-9775.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | HG COPPER FUT OPT Feb23P 350                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | -46       | NC      | $-26450.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | COPPER FUTURE     Mar23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | -8        | NC      | $-34288.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                            | GBPUSD                                                  | LEI: N/A                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |