# EDGAR Filing Document

**Accession Number:** 0000927384
**File Stem:** 0001752724-23-034884
**Filing Date:** 2023-2
**Character Count:** 115689
**Document Hash:** b35c8a1b187d10ad343ab9ad293a7fad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034884.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034884

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS FUND III
- **CENTRAL INDEX KEY:** 0000927384
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07205
- **FILM NUMBER:** 23656951

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS III
- **DATE OF NAME CHANGE:** 19970106

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ADVISOR ANNUITY FUND
- **DATE OF NAME CHANGE:** 19940722

## Series and Classes Contracts Data

### Balanced Portfolio (Series ID: S000007730)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000021026 | Initial Class   |  |
| C000021027 | Investor Class  |  |
| C000021028 | Service Class   |  |
| C000021029 | Service Class 2 | QBA2Q           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund III

- **b. Investment Company Act file number:** 811-07205

- **c. CIK number of Registrant:** 0000927384

- **d. LEI of Registrant:** C88PZA3GJP7OWPNW6V03

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** VIP Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000007730

- **c. LEI of Series:** 8ZCE48I7BF5XOXG51I20

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5850333197.53

**Total Liabilities:** $6712457.44

**Net Assets:** $5843620740.09

**Cash Not Reported:** $84417.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021026 | 4.67%                | 4.92%                | -4.20%               |
| Class ID C000021028 | 4.67%                | 4.94%                | -4.24%               |
| Class ID C000021027 | 4.67%                | 4.96%                | -4.25%               |
| Class ID C000021029 | 4.67%                | 4.92%                | -4.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4665479.57             | $259102995.60                              |
| Month 2  | $-4451899.12             | $277461662.53                              |
| Month 3  | $10629432.41             | $-274210352.88                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                       | SURGERY PARTNERS INC                            | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    477570 | NS      | $13305100.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                               | TAPESTRY INC                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    169900 | NS      | $6469792.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGOLIA INC                                | ALGOLIA INC SER D PC PP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     28064 | NS      | $439762.88     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LIBERTY BROADBAND CORP                     | LIBERTY BROADBAND CORP C                        | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     55200 | NS      | $4210104.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                    | BOSTON BEER COMPANY CL A                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      5700 | NS      | $1878264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                 | CHARTER COMMUNICATIONS INC A                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     17900 | NS      | $6069890.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                       | CELSIUS HOLDINGS INC                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16400 | NS      | $1706256.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                   | EBAY INC                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    229700 | NS      | $9525659.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABL SPACABL SPACE SYSTEMS COE SYSTEMS      | ABL SPACE SYSTEMS COMPANY SER B2 PC PP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      8188 | NS      | $320232.68     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BETA TECHNOLOGIES INC                      | BETA TECHNOLOGIES INC SER A PC PP               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      7264 | NS      | $460755.52     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUINIX INC                                | EQUINIX INC                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     16700 | NS      | $10939001.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC               | THERMO FISHER SCIENTIFIC INC                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     84299 | NS      | $46422616.31   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                   | AES CORP                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    200700 | NS      | $5772132.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                          | ONEMAIN HOLDINGS INC                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    113388 | NS      | $3776954.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                  | UST BILLS 0% 02/09/2023                         | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1135451.98    | 0.02%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | SYNOPSYS INC                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     33300 | NS      | $10632357.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | STATE STREET CORP                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    208648 | NS      | $16184825.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                   | LAMB WESTON HOLDINGS INC                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     33500 | NS      | $2993560.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                      | COSTCO WHOLESALE CORP                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     55200 | NS      | $25198800.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                            | MEG ENERGY CORP                                 | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |   1051300 | NS      | $14635897.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                | PHILLIPS 66                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    103726 | NS      | $10795802.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                         | IQVIA HOLDINGS INC                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     50500 | NS      | $10346945.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                     | LYONDELLBASELL INDS CLASS A                     | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     43000 | NS      | $3570290.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                      | PROCTER and GAMBLE CO                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    347600 | NS      | $52682256.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC        | ALEXANDRIA REAL ES EQ INC REIT                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2800 | NS      | $407876.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCKHORN PORTFOLIO INC/THE                 | DUCKHORN PORTFOLIO INC/THE                      | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54500 | NS      | $903065.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                    | ACTIVISION BLIZZARD INC                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    188575 | NS      | $14435416.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                   | CSX CORP                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    653462 | NS      | $20244252.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                     | OPTION CARE HEALTH INC                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    488653 | NS      | $14703568.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                               | AT and T INC                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     22400 | NS      | $412384.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                  | AMGEN INC                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     45351 | NS      | $11910986.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCAL BOUNTI CORP                          | LOCAL BOUNTI CORP                               | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102765 | NS      | $142843.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC             | OLD DOMINION FREIGHT LINES INC                  | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     41000 | NS      | $11634980.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                  | APPLE INC                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1585464 | NS      | $205999337.52  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                    | ARAMARK                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     22800 | NS      | $942552.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRISEMEZZ LTD                            | SUNRISEMEZZ LTD                                 | CUSIP: N/A<br>LEI: 213800ZHKUVSY51WLW40       | Long             | EC               | CORP              | CY        |    120882 | NS      | $14660.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                  | UST BILLS 0% 01/19/2023                         | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $289533.42     | 0.00%             | 2023-01-19      | 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        |     98951 | NS      | $13853140.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | CONSTELLATION BRANDS INC CL A                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     57400 | NS      | $13302450.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                 | ADVANCED MICRO DEVICES INC                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     65000 | NS      | $4210050.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                             | AMAZON.COM INC                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1180500 | NS      | $99162000.00   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                 | SOLAREDGE TECHNOLOGIES INC                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     33700 | NS      | $9546199.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                               | STRYKER CORP                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     40700 | NS      | $9950743.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                   | AMPHENOL CORPORATION CL A                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    161800 | NS      | $12319452.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                           | SOUTHERN CO                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    211800 | NS      | $15124638.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                     | LIBERTY BROADBAND CORP A                        | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     62000 | NS      | $4702700.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                 | ELASTIC NV                                      | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |     43900 | NS      | $2260850.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                 | DOVER CORP                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |    138500 | NS      | $18754285.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1042100 | NS      | $249916422.00  | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP                               | WELLTOWER INC                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     91700 | NS      | $6010935.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                | BNP PARIBAS                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     64479 | NS      | $3671382.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RESMED INC                                 | RESMED INC                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     61150 | NS      | $12727149.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                          | LAM RESEARCH CORP                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     37700 | NS      | $15845310.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    541440 | NS      | $48041971.20   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                        | AFFIRM HOLDINGS INC                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62900 | NS      | $608243.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WIX.COM LTD                                | WIX.COM LTD                                     | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |     54200 | NS      | $4164186.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                              | ACCENTURE PLC CL A                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     25800 | NS      | $6884472.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    292732 | NS      | $60818000.32   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                           | EPAM SYSTEMS INC                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     21400 | NS      | $7013636.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                               | MEDIA TEK INC                                   | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    213000 | NS      | $4307264.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA      | INDITEX SA                                      | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    190300 | NS      | $5054567.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL PLC                         | LIBERTY GLOBAL PLC CL C                         | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |    246763 | NS      | $4794605.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                  | LINDE PLC                                       | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     68070 | NS      | $22203072.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                         | ALBERTSONS COS INC                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    113400 | NS      | $2351916.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    155712 | NS      | $11203478.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                 | ALCOA CORP                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     30230 | NS      | $1374558.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)              | GOLDMAN SACHS GROUP INC                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     15056 | NS      | $5169929.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                  | ADOBE INC                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     95100 | NS      | $32004003.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                             | US BANCORP DEL                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    280262 | NS      | $12222225.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                      | CINEMARK HOLDINGS INC                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    124782 | NS      | $1080612.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                 | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     75442 | NS      | $7013088.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                   | PVH CORP                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     50400 | NS      | $3557736.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                 | CITIZENS FINANCIAL GROUP INC                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    113956 | NS      | $4486447.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC              | REGENERON PHARMACEUTICALS INC                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     28751 | NS      | $20743558.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                         | META PLATFORMS INC CL A                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    419542 | NS      | $50487684.28   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC               | APOLLO GLOBAL MANAGEMENT INC                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71800 | NS      | $4580122.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEETGREEN INC                             | SWEETGREEN INC CL A                             | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $95984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                         | NEXTERA ENERGY INC                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271104 | NS      | $22664294.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                 | INTUIT INC                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     55900 | NS      | $21757398.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                  | CHUBB LTD                                       | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     26400 | NS      | $5823840.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                | HONEYWELL INTL INC                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     63816 | NS      | $13675768.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                               | DEERE and CO                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     17900 | NS      | $7674804.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                  | CUBESMART                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30500 | NS      | $1227625.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                  | BANK OF NEW YORK MELLON CORP                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    377592 | NS      | $17187987.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                           | LIFE STORAGE INC                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      5100 | NS      | $502350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECO ATLANTIC OIL and GAS LTD               | ECO ATLANTIC OIL and GAS INC                    | CUSIP: 27887W100<br>LEI: 213800WPR7ASTDWQUW50 | Long             | EC               | CORP              | CA        |    868000 | NS      | $192319.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                 | VENTAS INC REIT                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     98700 | NS      | $4446435.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                           | SCHLUMBERGER LTD                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    278800 | NS      | $14904648.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                 | FIRST QUANTUM MINERALS INC                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    267000 | NS      | $5578604.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                               | COMERICA INC                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     83101 | NS      | $5555301.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                              | BLACKROCK INC                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     16472 | NS      | $11672553.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                           | ROCHE HOLDINGS AG (GENUSSCHEINE)                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     33758 | NS      | $10608031.41   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIC GAMES INC                             | EPIC GAMES INC PP                               | CUSIP: N/A<br>LEI: 549300I2RHITL4UP9K78       | Long             | EC               | CORP              | US        |      1812 | NS      | $1477722.24    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AUTODESK INC                               | AUTODESK INC                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     68200 | NS      | $12744534.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                           | MERCK and CO INC NEW                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     75900 | NS      | $8421105.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO             | RELIANCE STEEL and ALUMINUM CO                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     17218 | NS      | $3485611.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUPE SA/NV                           | KBC GROUPE SA                                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     49600 | NS      | $3193512.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                      | NXP SEMICONDUCTORS NV                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     72012 | NS      | $11380056.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                              | SEMPRA ENERGY                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     70598 | NS      | $10910214.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA      | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               | CORP              | GR        |   3235061 | NS      | $3653434.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                  | CAESARS ENTERTAINMENT INC                       | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     97100 | NS      | $4039360.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                        | DOMINION ENERGY INC                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    131278 | NS      | $8049966.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                 | BERKSHIRE HATHAWAY INC CL A                     | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        13 | NS      | $6093242.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    153500 | NS      | $30583340.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                               | GLENCORE PLC                                    | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    338700 | NS      | $2258670.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPRI HOLDINGS LTD                         | CAPRI HOLDINGS LTD                              | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     46400 | NS      | $2659648.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                           | FIRSTENERGY CORP                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    202000 | NS      | $8471880.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                 | FERRARI NV                                      | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |     20100 | NS      | $4305822.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                         | INGERSOLL RAND INC                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    246600 | NS      | $12884850.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                  | WARNER BROS DISCOVERY INC                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8928 | NS      | $84637.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                           | BLACK KNIGHT INC                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     18665 | NS      | $1152563.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                               | CAPGEMINI SA (FF40)                             | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     44600 | NS      | $7456058.41    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | ROYALTY PHARMA PLC                              | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    599667 | NS      | $23698839.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPE INC                                 | STRIPE INC CLASS B PP                           | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | EC               | CORP              | US        |     19953 | NS      | $447346.26     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CROWN HOLDINGS INC                         | CROWN HOLDINGS INC                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      8420 | NS      | $692208.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC                  | CUSHMAN and WAKEFIELD PLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    427100 | NS      | $5321666.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC             | AIR PRODUCTS and CHEMICALS INC                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     35203 | NS      | $10851676.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                        | VULCAN MATERIALS CO                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     17020 | NS      | $2980372.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                 | ADIENT PLC                                      | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    108000 | NS      | $3746520.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                              | DR HORTON INC                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     28900 | NS      | $2576146.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GAN SYSTEMS INC                            | GAN SYSTEMS INC SERIES F-2 PC PP                | CUSIP: N/A<br>LEI: 5493008YQPX1ROPQ0U24       | Long             | EP               | CORP              | CA        |      7778 | NS      | $38267.76      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC               | HARTFORD FINL SVCS GROUP INC                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    171267 | NS      | $12987176.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMTRADE LOGISTICS INCOME FD              | CHEMTRADE LOGISTICS INCOME FD                   | CUSIP: 16387P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    159600 | NS      | $1057320.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKR INC                                 | CHECKR INC SER E PREF                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     87327 | NS      | $1286326.71    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| HOME DEPOT INC                             | HOME DEPOT INC                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     64108 | NS      | $20249152.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                 | RAYTHEON TECHNOLOGIES CORP                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     66077 | NS      | $6668490.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                        | DOLLAR GENERAL CORP                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     78500 | NS      | $19330625.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                              | WESTLAKE CORP                                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     10200 | NS      | $1045908.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                          | TJX COMPANIES INC NEW                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    337480 | NS      | $26863408.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                       | MCCORMICK and CO INC NON-VTG                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     62100 | NS      | $5147469.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                        | EMERSON ELECTRIC CO                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    170400 | NS      | $16368624.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                 | MARSH and MCLENNAN COS INC                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     91167 | NS      | $15086315.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                | CORTEVA INC                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    115400 | NS      | $6783212.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                  | TESLA INC                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    265700 | NS      | $32728926.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                  | HESS CORP                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    166200 | NS      | $23570484.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC        | SUMITOMO MITSUI FINL GROUP INC                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     88000 | NS      | $3540454.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                        | TREEHOUSE FOODS INC                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     37000 | NS      | $1827060.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                              | PG and E CORP                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    659219 | NS      | $10718900.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                | TARGET CORP                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     20600 | NS      | $3070224.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                        | CHURCHILL DOWNS INC                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     38100 | NS      | $8055483.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                | HUBSPOT INC                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |     29500 | NS      | $8529335.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                         | KILROY REALTY CORP                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      7900 | NS      | $305493.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                              | SNOWFLAKE INC CL A                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     25800 | NS      | $3703332.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | MICROCHIP TECHNOLOGY                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    202600 | NS      | $14232650.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CAKE BOX HOLDINGS PLC                      | CAKE BOX HOLDINGS PLC                           | CUSIP: N/A<br>LEI: 213800HZ61RLHNSM2698       | Long             | EC               | CORP              | GB        |     53343 | NS      | $74162.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | MARVELL TECHNOLOGY INC                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188572 | NS      | $6984706.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD              | MARRIOTT INTERNATIONAL INC A                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     98800 | NS      | $14710332.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                | WALMART INC                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    201800 | NS      | $28613222.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GAN SYSTEMS INC                            | GAN SYSTEMS INC CONV 0% PERP PP                 | CUSIP: N/A<br>LEI: 5493008YQPX1ROPQ0U24       | Long             | EP               | CORP              | CA        |    345272 | PA      | $197150.13     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LAUDER ESTEE COS INC                       | ESTEE LAUDER COS INC CL A                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     33100 | NS      | $8212441.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                        | TRONOX HOLDINGS PLC                             | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |    157400 | NS      | $2157954.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                       | THE BOOKING HOLDINGS INC                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      8500 | NS      | $17129880.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                 | MONDELEZ INTL INC                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    228200 | NS      | $15209530.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                             | GLOBE LIFE INC                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     60210 | NS      | $7258315.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                          | M and T BANK CORP                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     46340 | NS      | $6722080.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCLE INTERNET FINANCIAL LLC              | CIRCLE INTERNET FINANCIAL LIMITED SER F PC PP   | CUSIP: N/A<br>LEI: 549300UHJLR6LBGAFV55       | Long             | EP               | CORP              | US        |     36875 | NS      | $967968.75     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KEURIG DR PEPPER INC                       | KEURIG DR PEPPER INC                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     33617 | NS      | $1198782.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                   | NIKE INC CL B                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     83030 | NS      | $9715340.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                              | AIB GROUP PLC                                   | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    310200 | NS      | $1200705.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE        | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      4000 | NS      | $2910773.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                       | PARKER HANNIFIN CORP                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     61001 | NS      | $17751291.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC                        | STEPSTONE GROUP INC CLASS A                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92961 | NS      | $2340757.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP        | SPACE EXPLORATION TECH CORP                     | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |     17000 | NS      | $1309000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CVENT HOLDING CORP                         | CVENT HOLDING CORP PIPE                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    117171 | NS      | $632723.40     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO               | ARTHUR J GALLAGHAR AND CO                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     46722 | NS      | $8808965.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABL SPACABL SPACE SYSTEMS COE SYSTEMS      | ABL SPACE SYSTEMS COMPANY SER B PC PP           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17763 | NS      | $703592.43     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NISOURCE INC                               | NISOURCE INC                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    143500 | NS      | $3934770.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                | CHEMOURS CO/ THE                                | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     48200 | NS      | $1475884.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                    | EXPRO GROUP HOLDINGS NV                         | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |    255100 | NS      | $4624963.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                         | VALERO ENERGY CORP                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     81900 | NS      | $10389834.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHRIRAM FINANCE LTD                        | SHRIRAM FINANCE LTD                             | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |     93993 | NS      | $1560033.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA INC                          | DOMINOS PIZZA INC                               | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |     15200 | NS      | $5265280.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                        | TOURMALINE OIL CORP                             | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |    106400 | NS      | $5368720.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                            | ASTRAZENECA PLC SPONS ADR                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    348547 | NS      | $23631486.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                               | FORTIVE CORP                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    369740 | NS      | $23755795.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GAN SYSTEMS INC                            | GAN SYSTEMS INC SERIES F-1 PC PP                | CUSIP: N/A<br>LEI: 5493008YQPX1ROPQ0U24       | Long             | EP               | CORP              | CA        |     14731 | NS      | $72476.52      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                     | BOSTON SCIENTIFIC CORP                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    911835 | NS      | $42190605.45   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                 | FISERV INC                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8967 | NS      | $906294.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                             | PRUDENTIAL PLC                                  | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     64803 | NS      | $883608.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LILLY (ELI) and CO                         | LILLY (ELI) and CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    169777 | NS      | $62111217.68   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                             | APTARGROUP INC                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     15300 | NS      | $1682694.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                               | COCA COLA CO                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    554400 | NS      | $35265384.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                       | FREEPORT MCMORAN INC                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    244051 | NS      | $9273938.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                        | ABBOTT LABORATORIES                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    202744 | NS      | $22259263.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                           | SOCIETE GENERALE SA CL A                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    159100 | NS      | $3990810.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HERSHEY CO                                 | HERSHEY CO (THE)                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     30200 | NS      | $6993414.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                        | GENERAL ELECTRIC CO                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    245689 | NS      | $20586281.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                           | CROWN CASTLE INC                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     67200 | NS      | $9115008.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                  | OLIN CORP                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     40830 | NS      | $2161540.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                            | CATERPILLAR INC                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     66025 | NS      | $15816949.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                             | BANKUNITED INC                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     23375 | NS      | $794048.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS INC                             | DATABRICKS INC SER H PC PP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     18642 | NS      | $917372.82     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                 | CF INDUSTRIES HOLDINGS INC                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     16680 | NS      | $1421136.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPE INC                                 | STRIPE INC SER H PC PP                          | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | EP               | CORP              | US        |      6600 | NS      | $147972.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DLOCAL LTD/URUGUAY                         | DLOCAL LTD/URUGUAY                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    237900 | NS      | $3704103.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                   | SIGNATURE BANK                                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     29136 | NS      | $3357049.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC              | INTERCONTINENTAL EXCHANGE INC                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     80626 | NS      | $8271421.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC              | TAKE-TWO INTERACTV SOFTWR INC                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     43218 | NS      | $4500290.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                       | INVITATION HOMES INC                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184500 | NS      | $5468580.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                | MONGODB INC CL A                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     38000 | NS      | $7479920.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                           | COMCAST CORP CL A                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    401109 | NS      | $14026781.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                        | SHERWIN WILLIAMS CO                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7371 | NS      | $1749359.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                     | INTUITIVE SURGICAL INC                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     40800 | NS      | $10826280.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                           | ELME COMMUNITIES                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     59458 | NS      | $1058352.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PPTYS TRUST               | CORPORATE OFFICE PROPERTIES TR                  | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     88700 | NS      | $2300878.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                          | AGILON HEALTH INC                               | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382444 | NS      | $6172646.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                 | CABOT CORP                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     19100 | NS      | $1276644.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARLING BANK LTD                          | STARLING BANK LTD SER D PP                      | CUSIP: N/A<br>LEI: 213800AE5VSF3V1PAV23       | Long             | EC               | CORP              | GB        |    756521 | NS      | $2862685.67    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD            | TAIWAN SEMICONDUCTOR MFG CO LTD                 | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   1102000 | NS      | $16007200.15   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                              | UNICREDIT SPA                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    324856 | NS      | $4609564.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WEWORK INC                                 | WEWORK INC CL A                                 | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    274800 | NS      | $392964.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APT CMNTYS INC                 | MID AMERICA APT CMNTY INC                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     27800 | NS      | $4364322.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                  | MONSTER BEVERAGE CORP                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    115326 | NS      | $11709048.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                 | BERKSHIRE HATHAWAY INC CL B                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     34606 | NS      | $10689793.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                      | BURLINGTON STORES INC                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     15400 | NS      | $3122504.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XSIGHT LABS LTD                            | XSIGHT LABS INC SER D PC PP                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |     65770 | NS      | $464336.20     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SILERGY CORP                               | SILERGY CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    143000 | NS      | $2020158.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                             | SALESFORCE INC                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    185300 | NS      | $24568927.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECT LINE INSURANCE GROUP PL C           | DIRECT LINE INSURANCE GRP PLC                   | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |    198700 | NS      | $531603.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  68237201 | NS      | $68250848.26   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                   | SNAP INC - A                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    686449 | NS      | $6143718.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA                               | WORLDLINE SA                                    | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |     92415 | NS      | $3619199.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                     | TRANE TECHNOLOGIES PLC                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |    136894 | NS      | $23010512.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                        | LEGEND BIOTECH CORP SPON ADR                    | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |    132308 | NS      | $6604815.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | LOCKHEED MARTIN CORP                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     50470 | NS      | $24553150.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                  | BLOCK INC CL A                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    160400 | NS      | $10079536.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                        | VIRTU FINANCIAL INC- CL A                       | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    154473 | NS      | $3152793.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOTEL CHOCOLAT GROUP LTD                   | HOTEL CHOCOLAT GROUP LTD                        | CUSIP: N/A<br>LEI: 213800B4D3J15PZHVY29       | Long             | EC               | CORP              | GB        |     30400 | NS      | $57149.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESHPET INC                               | FRESHPET INC                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     55500 | NS      | $2928735.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                               | DNB BANK ASA                                    | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     50200 | NS      | $991456.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                    | CBOE GLOBAL MARKETS INC                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     17931 | NS      | $2249802.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC              | WEATHERFORD INTERNATIONAL PLC                   | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     91500 | NS      | $4659180.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                 | VERTEX PHARMACEUTICALS INC                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    114863 | NS      | $33170137.14   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                           | EXXON MOBIL CORP                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    683100 | NS      | $75345930.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                           | IMPERIAL OIL LTD                                | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    279300 | NS      | $13604014.03   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLT TECHNOLOGY OU                         | BOLT TECHNOLOGY OU SER E PC PP                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | EE        |      6283 | NS      | $766722.66     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CONSTELLATION ENERGY CORP                  | CONSTELLATION ENERGY CORP                       | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106378 | NS      | $9170847.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                             | MCDONALDS CORP                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     40700 | NS      | $10725671.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                          | UWM HOLDINGS CORP CL A                          | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116656 | NS      | $386131.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARTIN MARIETTA MATERIALS INC              | MARTIN MARIETTA MATERIALS INC                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      7984 | NS      | $2698352.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | NORTHROP GRUMMAN CORP                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     19370 | NS      | $10568465.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                  | BOEING CO                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    110117 | NS      | $20976187.33   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC        | PUBLIC SVC ENTERPRISE GRP INC                   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     64200 | NS      | $3933534.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIGENE LTD                                | BEIGENE LTD SP ADR                              | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |     23000 | NS      | $5058620.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS FINANCIAL HOLDINGS SA              | PIRAEUS FINANCIAL HOLDINGS SA                   | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |    814768 | NS      | $1254178.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     31323 | NS      | $5445190.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                       | HOWMET AEROSPACE INC                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    166100 | NS      | $6546001.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                | NETFLIX INC                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     89858 | NS      | $26497327.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                          | TRAVELERS COMPANIES INC                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    265213 | NS      | $49724785.37   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                 | TWILIO INC CLASS A                              | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     51900 | NS      | $2541024.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                           | PERNOD-RICARD                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     14300 | NS      | $2812741.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN and BRADSTREET HOLDINGS INC            | DUN and BRADSTREET HOLDINGS IN                  | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86929 | NS      | $1065749.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUPSHUP INC                                | GUPSHUP INC 0% PERP PFD PP                      | CUSIP: N/A<br>LEI: 98450087CF3EE545Q755       | Long             | EP               | CORP              | US        |     59838 | NS      | $1062124.50    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EDISON INTERNATIONAL                       | EDISON INTL                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     79500 | NS      | $5057790.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTEDANCE LTD                              | BYTEDANCE LTD SER E-1 PC PP                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | CN        |     21701 | NS      | $3904877.94    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VALVOLINE INC                              | VALVOLINE INC                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    153000 | NS      | $4995450.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | MICRON TECHNOLOGY INC                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    360400 | NS      | $18012792.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD             | CANADIAN NATL RESOURCES LTD                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    247200 | NS      | $13727450.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC     | CCC INTELLIGENT SOLUTIONS HOLD PIPE             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     36613 | NS      | $318533.10     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC            | EQUITY LIFESTYLE PPTYS INC                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     96100 | NS      | $6208060.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund   | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1795861 | NS      | $1796040.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRANIS SPACE TECHNOLOGIES CORP           | ASTRANIS SPACE TECHNOLOGIES CORP SER C PC PP    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     60816 | NS      | $690261.60     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HOST HOTELS and RESORTS INC                | HOST HOTELS and RESORTS INC                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    367800 | NS      | $5903190.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                 | ECOLAB INC                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     19746 | NS      | $2874227.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS INC                             | DATABRICKS INC SER G PC PP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      4461 | NS      | $219525.81     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA CORP                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    383100 | NS      | $55986234.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | NORFOLK SOUTHERN CORP                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     48929 | NS      | $12057084.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC               | ALIMENTATION COUCHE-TARD INC                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     83800 | NS      | $3682496.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                               | ASSURANT INC                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     12137 | NS      | $1517853.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                      | JPMORGAN CHASE and CO                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    199480 | NS      | $26750268.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     30600 | NS      | $10640538.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES INC                         | DELTA AIR INC                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    183700 | NS      | $6036382.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                         | WELLS FARGO and CO                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1169923 | NS      | $48306120.67   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DUPONT DE NEMOURS INC                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     62550 | NS      | $4292806.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                 | SYSCO CORP                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     73900 | NS      | $5649655.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                   | ESSEX PROPERTY TRUST INC                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     18600 | NS      | $3941712.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Garrison Street Trust             | VIP Investment Grade Central Fund               | CUSIP: 316167204<br>LEI: GZF76QJ38YQDHAIO0Y79 | Long             | EC               | RF                | US        |  22638131 | NS      | $2077048545.09 | 35.54%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                            | PPL CORPORATION                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    187300 | NS      | $5472906.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAZOO GROUP LTD                            | CAZOO GROUP LTD PIPE                            | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | KY        |     56400 | NS      | $8843.52       | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GREIF INC                                  | GREIF INC CL A                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     24500 | NS      | $1642970.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                | BANK OF AMERICA CORPORATION                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1825353 | NS      | $60455691.36   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                | WORKDAY INC CL A                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     44200 | NS      | $7395986.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                             | AMETEK INC NEW                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    166953 | NS      | $23326673.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                            | ASML HOLDING NV                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     13800 | NS      | $7524479.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                  | UST BILLS 0% 01/12/2023                         | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1560000 | PA      | $1558645.72    | 0.03%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | HUMANA INC                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     40197 | NS      | $20588501.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                | PEPSICO INC                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    165500 | NS      | $29899230.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                | LENNAR CORP CL A                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     19800 | NS      | $1791900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                        | GILEAD SCIENCES INC                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    430500 | NS      | $36958425.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                       | OLAPLEX HOLDINGS INC                            | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161100 | NS      | $839331.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UNITEDHEALTH GROUP INC                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    158407 | NS      | $83984223.26   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                | EXELON CORP                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    194035 | NS      | $8388133.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                              | BUNGE LIMITED                                   | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     16800 | NS      | $1676136.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                              | NORDSTROM INC                                   | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    158405 | NS      | $2556656.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                   | SIMON PPTY GROUP INC - REIT                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     16400 | NS      | $1926672.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYRYSE INC                                | SKYRYSE INC SER B PC PP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     50000 | NS      | $1009500.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KOSMOS ENERGY LTD                          | KOSMOS ENERGY LTD                               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    913900 | NS      | $5812404.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCLE INTERNET FINANCIAL LLC              | CIRCLE INTERNET FINANCIAL LTD SER E PFD PERP PP | CUSIP: N/A<br>LEI: 549300UHJLR6LBGAFV55       | Long             | EP               | CORP              | US        |     68071 | NS      | $1786863.75    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FIVE9 INC                                  | FIVE9 INC                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     58900 | NS      | $3996954.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                   | RENESAS ELECTRONICS CORP                        | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   1105600 | NS      | $9771584.89    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                         | COUPA SOFTWARE INC                              | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     53100 | NS      | $4203927.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                  | NATWEST GROUP PLC                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    456586 | NS      | $1456157.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | AMERICAN TOWER CORP                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     57800 | NS      | $12245508.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | MOHAWK INDUSTRIES INC                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     30500 | NS      | $3117710.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                      | US FOODS HOLDING CORP                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    240600 | NS      | $8185212.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGDAO LIEPIN GROUP                       | TONGDAO LIEPIN GROUP                            | CUSIP: N/A<br>LEI: 30030027GU9V3OLVUK70       | Long             | EC               | CORP              | KY        |    749954 | NS      | $875674.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                     | AMERISOURCEBERGEN CORP                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    187489 | NS      | $31068802.19   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                            | SEALED AIR CORP                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     43800 | NS      | $2184744.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTERA LABS INC                            | ASTERA LABS INC SER C PC PP                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    155858 | NS      | $1477533.84    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                | S and P500 EMINI FUT MAR23 ESH3                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       184 | NC      | $-992519.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ANT INTERNATIONAL CO LTD                   | ANT INTERNATIONAL CO LTD CLASS C PP             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    915084 | NS      | $1564793.64    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OLLIES BARGAIN OUTLET HLDGS INC            | OLLIES BARGAIN OUTLET HOLDINGS INC              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     18300 | NS      | $857172.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                        | AMERICAN EXPRESS CO                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     62193 | NS      | $9189015.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP        | COGNIZANT TECH SOLUTIONS CL A                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    160200 | NS      | $9161838.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                               | PROLOGIS INC REIT                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    111100 | NS      | $12524303.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEST CO INC/THE                          | HONEST CO INC (THE)                             | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29100 | NS      | $87591.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                | MASIMO CORP                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     40400 | NS      | $5977180.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                          | CELANESE CORP                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     25200 | NS      | $2576448.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMO WORLD LTD                             | JUMO WORLD LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MU        |       176 | NS      | $187962.72     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    778760 | NS      | $68709994.80   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | UBER TECHNOLOGIES INC                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    277447 | NS      | $6861264.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOVOS BRANDS INC                           | SOVOS BRANDS INC                                | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77300 | NS      | $1110801.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                  | UST BILLS 0% 03/02/2023                         | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $258224.38     | 0.00%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DELIVEROO PLC                              | DELIVEROO HOLDINGS PLC CL A                     | CUSIP: N/A<br>LEI: 984500F6537F74DDEE77       | Long             | EC               | CORP              | GB        |     71200 | NS      | $73768.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC                             | ALTICE USA INC A                                | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    168745 | NS      | $776227.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC             | PNC FINANCIAL SERVICES GRP INC                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     34264 | NS      | $5411656.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                             | DISNEY (WALT) CO                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    120732 | NS      | $10489196.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                    | SEA LTD ADR                                     | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     76900 | NS      | $4001107.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer