# EDGAR Filing Document

**Accession Number:** 0000052136
**File Stem:** 0001752724-23-046339
**Filing Date:** 2023-2
**Character Count:** 222539
**Document Hash:** c42e77e208a955d3fea0408a88ab2962
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046339.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046339

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust II
- **CENTRAL INDEX KEY:** 0000052136
- **IRS NUMBER:** 041990692
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00242
- **FILM NUMBER:** 23682171

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 800-283-1155

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust II
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### AlphaSimplex Global Alternatives Fund (Series ID: S000023548)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000069269 | Class A      | GAFAX           |
| C000069270 | Class C      | GAFCX           |
| C000069271 | Class Y      | GAFYX           |
| C000128763 | Class N      | GAFNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Natixis Funds Trust II

- **b. Investment Company Act file number:** 811-00242

- **c. CIK number of Registrant:** 0000052136

- **d. LEI of Registrant:** R4B5ZXLI2IMIOWT67V76

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

- **a. Name of Series:** AlphaSimplex Global Alternatives Fund

- **b. EDGAR series identifier (if any):** S000023548

- **c. LEI of Series:** 549300O2NJFJ5NLVRI47

**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:** $215638450.93

**Total Liabilities:** $1285760.61

**Net Assets:** $214352690.32

**Amount of Assets Invested in Other Investment Companies:** $3014501.49

**Cash Not Reported:** $15644690.69

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000128763 | 2.56%                | 1.48%                | -0.65%               |
| Class ID C000069271 | 2.56%                | 1.48%                | -0.62%               |
| Class ID C000069270 | 2.40%                | 1.42%                | -0.72%               |
| Class ID C000069269 | 2.51%                | 1.51%                | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-100808.29              | $3153382.96                                |
| Month 2  | $-244364.31              | $2138813.60                                |
| Month 3  | $-57521.03               | $-1586659.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC                         | MOMENTIVE GLOBAL INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     69276 | OU      | $8353.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                      | Honeywell International Inc                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       432 | NS      | $92577.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INSULET CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     45641 | OU      | $1287.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACCOLADE INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53492 | OU      | $6477.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVERY DENNISON CORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    117545 | OU      | $7885.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBAL-E ONLINE LTD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    139148 | OU      | $6459.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited  | INR/USD JAN23                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DFE              |  | SG        |       109 | NC      | $4360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOBLE CORP PLC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    139089 | OU      | $-1712.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRONOX HOLDINGS PLC- A                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     65888 | OU      | $2176.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives   | AMSTERDAM IDX FUT JAN23                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |         2 | NC      | $-16587.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ModivCare Inc                                    | ModivCare Inc                                 | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       857 | NS      | $76898.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                      | Masonite International Corp                   | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      1380 | NS      | $111241.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPRI HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     60619 | OU      | $232.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                              | Peabody Energy Corp                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      1809 | NS      | $47793.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BARRICK GOLD CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    186733 | OU      | $-9222.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4515 | NS      | $215094.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                   | Albemarle Corp                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        48 | NS      | $10409.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       628 | NS      | $83266.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILLIPS 66                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    207446 | OU      | $9026.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                        | Sonos Inc                                     | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      4023 | NS      | $67988.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                 | Hawaiian Electric Industries Inc              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       717 | NS      | $30006.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service Inc                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1387 | NS      | $241116.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       181 | NS      | $44571.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR23                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       144 | NC      | $-144840.42   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                       | AMETEK Inc                                    | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1443 | NS      | $201615.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR FEB23                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -4 | NC      | $36120.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       401 | NS      | $38074.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                       | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       327 | NS      | $27553.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQT CORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     47584 | OU      | $9784.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      4566 | NS      | $105931.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHENIERE ENERGY INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     75054 | OU      | $11119.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc       | Expeditors International of Washington Inc    | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2195 | NS      | $228104.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                            | Lancaster Colony Corp                         | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       433 | NS      | $85430.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                      | AMN Healthcare Services Inc                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1320 | NS      | $135722.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                 | Genuine Parts Co                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       588 | NS      | $102023.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill - WI Post Auction | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9000000 | PA      | $8972420.04   | 4.19%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KROGER CO                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    191152 | OU      | $18546.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp/The                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       901 | NS      | $116868.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       482 | NS      | $84619.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                           | Sirius XM Holdings Inc                        | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     16784 | NS      | $98018.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITED AIRLINES HOLDINGS INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    197970 | OU      | $29653.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                       | Mondelez International Inc                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       453 | NS      | $30192.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1164 | NS      | $241029.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WSFS FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    158676 | OU      | $10893.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HELEN OF TROY LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     54237 | OU      | $-6312.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                      | Trex Co Inc                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2932 | NS      | $124111.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       799 | NS      | $141143.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                | Brightsphere Investment Group Inc             | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      5909 | NS      | $121607.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                               | Realty Income Corp                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |       474 | NS      | $30065.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        82 | NS      | $21609.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICE CORP INTERNATIONAL                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     85383 | OU      | $3042.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        11 | NS      | $1560.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       905 | NS      | $479812.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TANDEM DIABETES CARE INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     56095 | OU      | $-3683.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                       | Lazard Ltd                                    | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |      4087 | NS      | $141696.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                      | Workiva Inc                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1136 | NS      | $95389.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GOLDEN ENTERTAINMENT INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    186855 | OU      | $29757.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       959 | NS      | $97060.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WASHINGTON REIT                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    141462 | OU      | $13282.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       243 | NS      | $86367.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                           | Howard Hughes Corp/The                        | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      1787 | NS      | $136562.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL CARIBBEAN CRUISES LTD                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    346134 | OU      | $49480.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext N.V.                                    | CAC40 10 EURO FUT JAN23                       | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         4 | NC      | $-8359.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       713 | NS      | $100454.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA    | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      7735 | NS      | $125307.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARTER COMMUNICATIONS INC-A                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     71606 | OU      | $9787.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                               | Valero Energy Corp                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       611 | NS      | $77511.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZOOM VIDEO COMMUNICATIONS-A                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     75053 | OU      | $7899.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                   | Royal Gold Inc                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       857 | NS      | $96601.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1554 | NS      | $118321.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        15 | NC      | $-4467.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                          | Marathon Petroleum Corp                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        33 | NS      | $3840.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    133508 | OU      | $24443.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                       | Southwest Gas Holdings Inc                    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $127225.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STONECO LTD-A                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    113074 | OU      | $22059.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENSTAR GROUP LTD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    163492 | OU      | $-9246.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                        | QIAGEN NV                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1867 | NS      | $93107.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       935 | NS      | $118146.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                  | Four Corners Property Trust Inc               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      3388 | NS      | $87850.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                     | WP Carey Inc                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       402 | NS      | $31416.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2490675 | PA      | $2490674.85   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corp                         | United States Steel Corp                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      1064 | NS      | $26653.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IDEXX LABORATORIES INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    207399 | OU      | $9407.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                | General Mills Inc                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       587 | NS      | $49219.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                      | Paychex Inc                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1317 | NS      | $152192.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                | Marathon Oil Corp                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2325 | NS      | $62937.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                         | MarketAxess Holdings Inc                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       579 | NS      | $161477.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FULGENT GENETICS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53134 | OU      | $6078.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                        | Ennis Inc                                     | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4682 | NS      | $103753.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                 | Schlumberger Ltd                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1280 | NS      | $68428.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UGI CORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     72894 | OU      | $2541.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | DOLLAR INDEX MAR23                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |       -27 | NC      | $38899.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED PLN / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |         1 | NC      | $6980.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2003.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STARBUCKS CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     68576 | OU      | $2239.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1489 | NS      | $240637.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       782 | NS      | $175926.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRADE DESK INC/THE -CLASS A                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     41034 | OU      | $5888.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOORDASH INC - A                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     60464 | OU      | $9988.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEBBLEBROOK HOTEL TRUST                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    170220 | OU      | $26649.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CBRE GROUP INC - A                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     74506 | OU      | $2717.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOVOCURE LTD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     77224 | OU      | $3762.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                  | Seagate Technology Holdings PLC               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1651 | NS      | $86859.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUANTA SERVICES INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     16637 | OU      | $865.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                             | Southern Copper Corp                          | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2393 | NS      | $144513.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HIPPO PARENT CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     67265 | OU      | $11497.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARCHER-DANIELS-MIDLAND CO                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    172380 | OU      | $8791.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IHEARTMEDIA INC - CLASS A                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     69353 | OU      | $16704.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT FEB23                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         3 | NC      | $49102.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9917070.00   | 4.63%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KOSMOS ENERGY LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    286602 | OU      | $13446.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMMIT HOTEL PROPERTIES INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    169752 | OU      | $26967.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       361 | NS      | $198799.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       184 | NS      | $83996.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMCAST CORP-CLASS A                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    228011 | OU      | $11146.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HSCEI FUTURES JAN23                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        45 | NC      | $-6547.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROVIDENT FINANCIAL SERVICES                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   1236131 | OU      | $68280.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOCUSIGN INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     57752 | OU      | $-2973.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                   | Cloudflare Inc                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        62 | NS      | $2803.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                   | FTSE/JSE TOP 40 MAR23                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |        11 | NC      | $-11415.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERAC HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    110383 | OU      | $-1352.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                       | Great Southern Bancorp Inc                    | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1501 | NS      | $89294.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                | Brown-Forman Corp                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       426 | NS      | $27979.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                | KKR Real Estate Finance Trust Inc             | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |      5866 | NS      | $81889.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                             | Western Union Co/The                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     10250 | NS      | $141142.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FORD MOTOR CO                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    193097 | OU      | $24100.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         2 | NC      | $-6234.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                             | WEC Energy Group Inc                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       388 | NS      | $36378.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       408 | NS      | $52844.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                            | 3M Co                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1704 | NS      | $204343.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVERR INTERNATIONAL LTD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     54436 | OU      | $3734.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                             | Lakeland Bancorp Inc                          | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     65949 | NS      | $1161361.89   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DESIGNER BRANDS INC-CLASS A                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    188137 | OU      | $47663.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENVIVA INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    210465 | OU      | $12953.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICHOR HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     35974 | OU      | $3694.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIGITALBRIDGE GROUP INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    134127 | OU      | $32790.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROCS INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     45583 | OU      | $-6689.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                        | Olin Corp                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1899 | NS      | $100533.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                   | CVR Energy Inc                                | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      1703 | NS      | $53372.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOUTHERN CO/THE                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53030 | OU      | $-2780.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2598 | NS      | $117507.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc               | Easterly Government Properties Inc            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |      1989 | NS      | $28383.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANNALY CAPITAL MANAGEMENT, INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    165850 | OU      | $-1905.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RCI HOSPITALITY HOLDINGS INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    111773 | OU      | $-2295.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE MAR23                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $7672.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONTROSE ENVIRONMENTAL GROUP                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    155353 | OU      | $7251.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                            | General Dynamics Corp                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       516 | NS      | $128024.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                            | US Foods Holding Corp                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      3108 | NS      | $105734.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy Inc                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       668 | NS      | $46833.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPG PHOTONICS CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    183516 | OU      | $-6731.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4992846.85   | 2.33%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-40261.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARPENTER TECHNOLOGY                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    300559 | OU      | $31152.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       959 | NS      | $100944.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED SGD / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |         1 | NC      | $2885.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE MAR23                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        63 | NC      | $-386587.52   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                       | Amdocs Ltd                                    | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      2466 | NS      | $224159.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                      | Invesco Ltd                                   | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      5071 | NS      | $91227.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNNOVA ENERGY INTERNATIONAL                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    146843 | OU      | $31487.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                       | NextEra Energy Partners LP                    | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      1382 | NS      | $96864.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd             | ZIM Integrated Shipping Services Ltd          | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      4760 | NS      | $81824.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JPMORGAN CHASE & CO                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    169409 | OU      | $5562.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLACKSTONE INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    161032 | OU      | $12483.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAR23                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         8 | NC      | $-1013.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEXTERA ENERGY INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    200739 | OU      | $3270.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                         | PPL Corp                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1371 | NS      | $40060.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       811 | NS      | $35059.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT MAR23                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -43 | NC      | $8064.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | META PLATFORMS INC-CLASS A                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     98495 | OU      | $-1542.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE MAR23                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        45 | NC      | $8808.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $179744.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADAPTIVE BIOTECHNOLOGIES                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     74999 | OU      | $9984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                     | Exponent Inc                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1463 | NS      | $144968.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                        | California Resources Corp                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1774 | NS      | $77186.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        68 | NS      | $5284.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HESKA CORP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     62484 | OU      | $2333.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $6060.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1040 | NS      | $61131.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                               | Enphase Energy Inc                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       240 | NS      | $63590.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OLAPLEX HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     44933 | OU      | $1866.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                               | Coterra Energy Inc                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       195 | NS      | $4791.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                      | PepsiCo Inc                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       943 | NS      | $170362.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments Inc                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       546 | NS      | $90210.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       510 | NS      | $85761.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       625 | NS      | $109443.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                             | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     10115 | NS      | $131495.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                    | Lincoln Electric Holdings Inc                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       942 | NS      | $136109.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-4560.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                     | Victory Capital Holdings Inc                  | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      4366 | NS      | $117139.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR FEB23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $-4160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAR23                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -40 | NC      | $-27152.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAKE-TWO INTERACTIVE SOFTWRE                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     45781 | OU      | $-769.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    102044 | OU      | $1482.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796Z93<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7419063.75   | 3.46%             | 2023-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Premier Inc                                      | Premier Inc                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6023 | NS      | $210684.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         7 | NS      | $1454.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TELADOC HEALTH INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     71047 | OU      | $12346.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                        | USANA Health Sciences Inc                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1805 | NS      | $96026.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       941 | NS      | $137903.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                | Allison Transmission Holdings Inc             | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3414 | NS      | $142022.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHIPOTLE MEXICAN GRILL INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     60198 | OU      | $9059.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -133 | NC      | $236684.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMCOR PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    145721 | OU      | $6417.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DHT HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    153237 | OU      | $19415.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CABLE ONE INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53500 | OU      | $2363.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROCKET PHARMACEUTICALS INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53091 | OU      | $-1764.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                               | J M Smucker Co/The                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       353 | NS      | $55936.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                       | Biogen Inc                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       105 | NS      | $29076.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                | Gaming and Leisure Properties Inc             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      2125 | NS      | $110691.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                       | Fiserv Inc                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1364 | NS      | $137859.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                      | Kennedy-Wilson Holdings Inc                   | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      5618 | NS      | $88371.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                             | Edison International                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       412 | NS      | $26211.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       294 | NS      | $44558.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPECTRUM BRANDS HOLDINGS INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    159650 | OU      | $-22399.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERITIV CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    162659 | OU      | $16049.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -45 | NC      | $281655.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       440 | NS      | $214055.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                           | Dolby Laboratories Inc                        | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1301 | NS      | $91772.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MODERNA INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     51517 | OU      | $-2975.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                   | Lowe's Cos Inc                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1012 | NS      | $201630.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       448 | NS      | $127133.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLIAMS-SONOMA INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    153139 | OU      | $3100.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                     | Ironwood Pharmaceuticals Inc                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     10510 | NS      | $130218.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR MAR23                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        70 | NC      | $-141892.59   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                       | Hasbro Inc                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1448 | NS      | $88342.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT MAR23                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       274 | NC      | $-355905.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOSTON BEER COMPANY INC-A                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    159514 | OU      | $23290.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XENIA HOTELS & RESORTS INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    161463 | OU      | $22941.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       338 | NS      | $108974.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1998263.74   | 0.93%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BK                             | CANADIAN IMPERIAL BK                          | CUSIP: 13606KRR9<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4997773.55   | 2.33%             | 2023-09-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                  | Sealed Air Corp                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      3216 | NS      | $160414.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1415 | NS      | $339345.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE FEB23                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -29 | NC      | $-79070.62    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       789 | NS      | $57991.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARAVAI LIFESCIENCES HLDGS-A                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53782 | OU      | $-4270.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENERGY TRANSFER LP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    182244 | OU      | $10339.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1242 | NS      | $77314.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EAFE MAR23                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        48 | NC      | $-108120.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVIS BUDGET GROUP INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    347721 | OU      | $87524.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                          | Becton Dickinson and Co                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       778 | NS      | $197845.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                    | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       934 | NS      | $91466.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Specialty Finance Inc               | Bain Capital Specialty Finance Inc            | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               | CORP              | US        |      7005 | NS      | $83359.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXTREME NETWORKS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     68257 | OU      | $8884.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                         | Bank of Nova Scotia/Houston                   | CUSIP: 06417ML52<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |   8000000 | PA      | $8011229.36   | 3.74%             | 2023-08-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MESA LABORATORIES INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     52991 | OU      | $1581.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                       | Nelnet Inc                                    | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2503 | NS      | $227147.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAGNITE INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     80070 | OU      | $4012.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                    | Intercontinental Exchange Inc                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1025 | NS      | $105154.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | 10X GENOMICS INC-CLASS A                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     82346 | OU      | $5000.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI MAR23                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        19 | NC      | $-252546.10   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI TST&BNK C                             | MITSUBISHI TST&BNK C                          | CUSIP: 60683DCE7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5006112.45   | 2.34%             | 2023-05-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABBOTT LABORATORIES                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     79179 | OU      | $-1364.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TELLURIAN INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    181197 | OU      | $64518.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DISH NETWORK CORP-A                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     45742 | OU      | $5879.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                       | Kellogg Co                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       718 | NS      | $51150.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SNAP INC - A                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    179301 | OU      | $24244.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | Bank of America NA                            | CUSIP: 06052TS68<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5007247.45   | 2.34%             | 2023-04-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       640 | NS      | $107577.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AGNICO EAGLE MINES LTD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     54903 | OU      | $-1584.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR FUT JUN23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        60 | NC      | $-31500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                         | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1081 | NS      | $100046.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                       | Pinnacle West Capital Corp                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       374 | NS      | $28438.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       453 | NS      | $104982.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                            | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      3246 | NS      | $275682.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                         | Willis Towers Watson PLC                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       723 | NS      | $176831.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | STOXX EUROPE 600 MAR23                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       397 | NC      | $-281003.70   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                | NorthWestern Corp                             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       545 | NS      | $32340.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc               | Johnson Controls International plc            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      2181 | NS      | $139584.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                   | Wendy's Co/The                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      6741 | NS      | $152548.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUALTRICS INTERNATIONAL-CL A                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     55601 | OU      | $-153.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR23                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        33 | NC      | $-154605.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       890 | NS      | $139623.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       253 | NS      | $28462.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LYONDELLBASELL INDU-CL A                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     34684 | OU      | $922.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PALANTIR TECHNOLOGIES INC-A                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     48765 | OU      | $7183.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SLEEP NUMBER CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     59904 | OU      | $6895.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC-CL A                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     64919 | OU      | $3387.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                        | Gladstone Commercial Corp                     | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |      6385 | NS      | $118122.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE MAR23                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -4 | NC      | $6693.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                         | Resideo Technologies Inc                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      4861 | NS      | $79963.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENAISSANCERE HOLDINGS LTD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    179464 | OU      | $5039.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AGNC INVESTMENT CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    156683 | OU      | $-7010.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBNB INC-CLASS A                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    189973 | OU      | $29751.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       138 | NS      | $116476.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOUTHWEST AIRLINES CO                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    126036 | OU      | $20122.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1435 | NS      | $133727.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PACIFIC BIOSCIENCES OF CALIF                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     81969 | OU      | $19867.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIMPRESS PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     79893 | OU      | $5610.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED SGD / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |         1 | NC      | $13640.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| World Wrestling Entertainment Inc                | World Wrestling Entertainment Inc             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2208 | NS      | $151292.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CANNAE HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    155494 | OU      | $17425.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                            | CyberArk Software Ltd                         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       611 | NS      | $79216.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT MAR23                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -33 | NC      | $49501.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VF CORP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53698 | OU      | $969.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                    | CSG Systems International Inc                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1502 | NS      | $85914.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd                                    | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1166 | NS      | $107610.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                      | Target Corp                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       997 | NS      | $148592.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos Inc                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2416 | NS      | $399799.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2667 | NS      | $378153.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2400.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       484 | NS      | $30787.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                      | GoDaddy Inc                                   | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1678 | NS      | $125547.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-231.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP            | Brookfield Infrastructure Partners LP         | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EC               | CORP              | BM        |      5203 | NS      | $161240.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                   | Public Storage                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       330 | NS      | $92462.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                          | GMS Inc                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1969 | NS      | $98056.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |         1 | NC      | $1389.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       522 | NS      | $57576.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suburban Propane Partners LP                     | Suburban Propane Partners LP                  | CUSIP: 864482104<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | EC               | CORP              | US        |      5215 | NS      | $79163.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PATTERSON-UTI ENERGY INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    181403 | OU      | $11817.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                | Newell Brands Inc                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      7685 | NS      | $100519.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FEDEX CORP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    183860 | OU      | $8548.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACADIA REALTY TRUST                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    149940 | OU      | $8782.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STAAR SURGICAL CO                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     56710 | OU      | $8697.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       553 | NS      | $35021.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MOSAIC CO/THE                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     49299 | OU      | $7303.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST NY                         | SUMITOMO MITSUI TRUST NY                      | CUSIP: 86564MB49<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |  10000000 | PA      | $10000002.80  | 4.67%             | 2023-01-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAS VEGAS SANDS CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    146234 | OU      | $-3356.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NIKE INC -CL B                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    232104 | OU      | $-14721.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JELD-WEN HOLDING INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    204505 | OU      | $14323.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       690 | NS      | $57194.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                     | Portland General Electric Co                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       604 | NS      | $29596.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       425 | NS      | $40506.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANTERIX INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    152558 | OU      | $8715.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DYNATRACE INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     47152 | OU      | $-199.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc                            | Golub Capital BDC Inc                         | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |     15691 | NS      | $206493.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                            | Heartland Express Inc                         | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      6483 | NS      | $99449.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES MAR23                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         9 | NC      | $-27047.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOUTHWESTERN ENERGY CO                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     51817 | OU      | $8183.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RANGE RESOURCES CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     48848 | OU      | $6675.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                 | Carlisle Cos Inc                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       394 | NS      | $92846.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                 | CoStar Group Inc                              | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1883 | NS      | $145518.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                   | NewMarket Corp                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       325 | NS      | $101110.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                       | Kirby Corp                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2017 | NS      | $129793.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIVENT CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    118195 | OU      | $32428.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIVE NATION ENTERTAINMENT IN                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    184519 | OU      | $8268.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                        | Janus Henderson Group PLC                     | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      5294 | NS      | $124514.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1266 | NS      | $293167.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                      | Cheniere Energy Partners LP                   | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       940 | NS      | $53457.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOEING CO/THE                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    145932 | OU      | $-8674.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VIATRIS INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    170954 | OU      | $-984.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                  | OGE Energy Corp                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       753 | NS      | $29781.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHEMOURS CO/THE                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    225734 | OU      | $3872.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIGCOMMERCE HOLDINGS-SER 1                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     54147 | OU      | $-447.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                 | Essent Group Ltd                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      3786 | NS      | $147199.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE MAR23                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -45 | NC      | $212936.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCOTTS MIRACLE-GRO CO                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     75394 | OU      | $10143.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        39 | NS      | $13561.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF AMERICA CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    119228 | OU      | $15293.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       218 | NS      | $28119.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       258 | NS      | $144255.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       875 | NS      | $229810.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                      | Community Trust Bancorp Inc                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1849 | NS      | $84924.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |         1 | NC      | $4733.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                | Hormel Foods Corp                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1156 | NS      | $52655.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT JAN23                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         7 | NC      | $968.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1917 | NS      | $236136.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIGITAL TURBINE INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     34420 | OU      | $5806.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN AXLE & MFG HOLDINGS                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     91223 | OU      | $22997.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                 | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      6056 | NS      | $126570.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                 | Campbell Soup Co                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       602 | NS      | $34163.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1049 | NS      | $331337.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE MAR23                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -29 | NC      | $-86283.93    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                              | Alliant Energy Corp                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       944 | NS      | $52118.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LEAR CORP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     43993 | OU      | $6312.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEWMONT GOLDCORP CORP                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     64986 | OU      | $584.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2988 | NS      | $78972.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                             | Medpace Holdings Inc                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       690 | NS      | $146562.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APOLLO MEDICAL HOLDINGS INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     54669 | OU      | $-989.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIVEPERSON INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     51903 | OU      | $7245.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DXC TECHNOLOGY CO                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     64710 | OU      | $7127.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                   | MGE Energy Inc                                | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $26329.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                    | Dillard's Inc                                 | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       193 | NS      | $62377.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4998990.30   | 2.33%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALT DISNEY CO/THE                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    165890 | OU      | $19176.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COUPANG INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    189151 | OU      | $46942.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIDELITY NATIONAL INFO SERV                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    169692 | OU      | $11619.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA FU MAR23                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -8 | NC      | $-5381.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                              | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1861 | NS      | $96474.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) MAR23                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        36 | NC      | $-10604.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                  | OSI Systems Inc                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2084 | NS      | $165719.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                       | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1522 | NS      | $160814.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR23                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -21 | NC      | $73277.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHRODINGER INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     58878 | OU      | $-2062.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       422 | NS      | $26556.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       970 | NS      | $37539.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |         1 | NC      | $-5459.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexander's Inc                                  | Alexander's Inc                               | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |       390 | NS      | $85823.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IAC/INTERACTIVECORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    109743 | OU      | $10725.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEVRO CORP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     74970 | OU      | $11659.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PENNYMAC MORTGAGE INVESTMENT                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    142339 | OU      | $16398.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                | Dynex Capital Inc                             | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |     17256 | NS      | $219496.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | Xerox Holdings Corp                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      5116 | NS      | $74693.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                  | City Holding Co                               | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $89552.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BURLINGTON STORES INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     45669 | OU      | $-1880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -19 | NC      | $5743.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BK                              | TORONTO DOMINION BK                           | CUSIP: 89115BN71<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10001205.30  | 4.67%             | 2023-09-27      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Innoviva Inc                                     | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      7367 | NS      | $97612.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIOLIFE SOLUTIONS INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     76710 | OU      | $8769.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAYCOM SOFTWARE INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    166837 | OU      | $14716.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CALERES INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53031 | OU      | $4148.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                 | Primo Water Corp                              | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |     10828 | NS      | $168267.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CERIDIAN HCM HOLDING INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    216955 | OU      | $14316.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796ZJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14989448.55  | 6.99%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PERIMETER SOLUTIONS SA                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    133897 | OU      | $-3770.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                         | Flex Ltd                                      | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      5285 | NS      | $113416.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7430194.05   | 3.47%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ILLUMINA INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     19191 | OU      | $1460.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEST BUY CO INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     40518 | OU      | $2133.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                       | Ferrari NV                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       582 | NS      | $124676.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAKER HUGHES CO                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     47156 | OU      | $-2647.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RALPH LAUREN CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    202598 | OU      | $12669.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | SHORT EURO-BTP FU MAR23                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -11 | NC      | $16838.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group Inc/The                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       340 | NS      | $116749.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                        | Sunoco LP                                     | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |      4383 | NS      | $188907.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENPRO INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    158717 | OU      | $14031.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZILLOW GROUP INC - A                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     66497 | OU      | $11225.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELTA AIR LINES INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    127650 | OU      | $9480.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEALTH CATALYST INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     65573 | OU      | $-721.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                          | IAA Inc                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     29803 | NS      | $1192120.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                          | Essential Utilities Inc                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      2030 | NS      | $96891.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2579 | NS      | $98002.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       191 | NS      | $74159.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                       | Macy's Inc                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |        63 | NS      | $1300.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                           | CenterPoint Energy Inc                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       812 | NS      | $24351.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                       | Sysco Corp                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1917 | NS      | $146554.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                | Getty Realty Corp                             | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       893 | NS      | $30228.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                | Erie Indemnity Co                             | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       592 | NS      | $147242.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp                          | Star Bulk Carriers Corp                       | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |      2727 | NS      | $52440.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR MAR23                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        48 | NC      | $-48618.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                  | SentinelOne Inc                               | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3433 | NS      | $50087.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD ZAR                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-25400.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINROSS GOLD CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     61520 | OU      | $799.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                     | NiSource Inc                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      1374 | NS      | $37675.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                          | Insight Enterprises Inc                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1947 | NS      | $195225.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      6099 | NS      | $255792.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                              | General Electric Co                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1703 | NS      | $142694.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLIUM SE                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     55751 | OU      | $2960.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                       | Deere & Co                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       348 | NS      | $149208.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DANA INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     33970 | OU      | $4896.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5963890.92   | 2.78%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                          | Charles Schwab Corp/The                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1869 | NS      | $155612.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                          | Illinois Tool Works Inc                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1478 | NS      | $325603.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLEAN ENERGY FUELS CORP                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    172694 | OU      | $35946.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CADENCE BANK                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    170185 | OU      | $23930.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                        | MGM Resorts International                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2896 | NS      | $97102.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                        | Aflac Inc                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1296 | NS      | $93234.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                | Eversource Energy                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       441 | NS      | $36973.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796ZT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7000000 | PA      | $6973391.39   | 3.25%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1387 | NS      | $142847.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT FEB23                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        11 | NC      | $64900.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -20 | NC      | $-2785.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | 8X8 INC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     64812 | OU      | $-391.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G FEB23                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        10 | NC      | $78850.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                          | Sumitomo Mitsui Banking Corp/New York         | CUSIP: 86565FSZ6<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |   5000000 | PA      | $5000273.80   | 2.33%             | 2023-03-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica Inc                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       240 | NS      | $76891.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                            | Shockwave Medical Inc                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       214 | NS      | $44000.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       475 | NS      | $42237.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DUCK CREEK TECHNOLOGIES INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53570 | OU      | $-1634.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                      | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       329 | NS      | $167931.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       421 | NS      | $16587.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRIGHT HORIZONS FAMILY SOLUT                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     61734 | OU      | $9439.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EASTERN BANKSHARES INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    149624 | OU      | $18501.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796ZU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5971794.66   | 2.79%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAR23                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        53 | NC      | $57173.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VORNADO REALTY TRUST                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    138235 | OU      | $24944.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRIUMPH GROUP INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    258753 | OU      | $20847.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |         1 | NC      | $-14808.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-7166.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE MAR23                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-3255.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                  | Gen Digital Inc                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      5666 | NS      | $121422.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEXAS CAPITAL BANCSHARES INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    157234 | OU      | $-318.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     89215 | OU      | $3404.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                | Flowers Foods Inc                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      1004 | NS      | $28854.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR JAN23                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         3 | NC      | $-1039.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | 3MO EURO EURIBOR  MAR23                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -49 | NC      | $1898.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                              | TE Connectivity Ltd                           | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       918 | NS      | $105386.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AT&T INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     33142 | OU      | $1605.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAN AMERICAN SILVER CORP                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     51120 | OU      | $324.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MATCH GROUP INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    109459 | OU      | $11504.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | EURO FX CURR FUT MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -83 | NC      | $-82452.37    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                             | Federated Hermes Inc                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4005 | NS      | $145421.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR MAR23                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -36 | NC      | $-1570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                    | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       651 | NS      | $140726.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies Inc                        | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       558 | NS      | $241106.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATERA INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    168220 | OU      | $2802.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                | Devon Energy Corp                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       109 | NS      | $6704.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                    | New Relic Inc                                 | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |        49 | NS      | $2766.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1952 | NS      | $89225.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                         | LKQ Corp                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2732 | NS      | $145916.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks Inc                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       267 | NS      | $37257.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QURATE RETAIL INC-SERIES A                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     90823 | OU      | $28123.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JONES LANG LASALLE INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     59364 | OU      | $3302.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO BANK LTD                                  | MIZUHO BANK LTD                               | CUSIP: 60710R4L6<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |  10000000 | PA      | $10005290.50  | 4.67%             | 2023-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LYFT INC-A                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    189259 | OU      | $3999.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NUCOR CORP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      3149 | OU      | $380.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICE PROPERTIES TRUST                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    178289 | OU      | $13308.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                              | Emerson Electric Co                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1303 | NS      | $125166.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-176.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COCOA FUTURE MAR23                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -67 | NC      | $-68029.79    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBLOX CORP -CLASS A                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     39903 | OU      | $4289.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PBF ENERGY INC-CLASS A                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    209395 | OU      | $-15134.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TWILIO INC - A                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    243482 | OU      | $1103.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       978 | NS      | $125262.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -25 | NC      | $11472.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HANESBRANDS INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53632 | OU      | $-323.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TFS FINANCIAL CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    128924 | OU      | $-6751.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | P G & E CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     50146 | OU      | $-1622.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                      | Datadog Inc                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       634 | NS      | $46599.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                          | MDU Resources Group Inc                       | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9256 | NS      | $280827.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLEVELAND-CLIFFS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     55310 | OU      | $-2068.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4988797.80   | 2.33%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances Inc        | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1323 | NS      | $138703.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                         | Oversea-Chinese Banking Corp Ltd/New York     | CUSIP: 69033MT72<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |   8000000 | PA      | $7999666.08   | 3.73%             | 2023-02-23      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings              | Laboratory Corp of America Holdings           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       688 | NS      | $162010.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                          | PTC Inc                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1019 | NS      | $122320.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       319 | NS      | $85233.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | BRAZIL REAL FUT FEB23                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        54 | NC      | $-33253.09    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                     | Pioneer Natural Resources Co                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       301 | NS      | $68745.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                  | Caterpillar Inc                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       579 | NS      | $138705.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        48 | NS      | $4089.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                      | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       388 | NS      | $41845.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                 | HealthStream Inc                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      4074 | NS      | $101198.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                      | Gentex Corp                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      4250 | NS      | $115897.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                      | John B Sanfilippo & Son Inc                   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1392 | NS      | $113197.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GOOSEHEAD INSURANCE INC -A                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     75453 | OU      | $11899.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APA CORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     79270 | OU      | $549.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APTIV PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    211633 | OU      | $27563.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN TOWER CORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    124121 | OU      | $4803.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       765 | NS      | $47713.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                               | Sonoco Products Co                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1685 | NS      | $102296.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNSTONE HOTEL INVESTORS INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    142463 | OU      | $17063.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVIDXCHANGE HOLDINGS INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    150838 | OU      | $-10646.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCURY GENERAL CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    141823 | OU      | $3040.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT MAR23                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -12 | NC      | $11360.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOMINION ENERGY INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     97136 | OU      | $-3707.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                     | AES Corp/The                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      4940 | NS      | $142074.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd              | White Mountains Insurance Group Ltd           | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |        74 | NS      | $104660.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                           | Diamondback Energy Inc                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        20 | NS      | $2735.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                     | MSC Industrial Direct Co Inc                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      2280 | NS      | $186276.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERAL MOTORS CO                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    194931 | OU      | $33902.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBER TECHNOLOGIES INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    206952 | OU      | $32004.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                              | Electronic Arts Inc                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       929 | NS      | $113505.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       399 | NS      | $149672.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKU INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     74925 | OU      | $23809.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BILL.COM HOLDINGS INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    144865 | OU      | $14265.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SLM CORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    175002 | OU      | $9198.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       529 | NS      | $93326.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                       | Humana Inc                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       307 | NS      | $157242.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PINTEREST INC- CLASS A                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    213452 | OU      | $10278.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                           | Church & Dwight Co Inc                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       396 | NS      | $31921.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $87495.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STELLAR BANCORP INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    134564 | OU      | $17757.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1822 | NS      | $236732.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPOTIFY TECHNOLOGY SA                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    104589 | OU      | $691.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       462 | NS      | $122624.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KITE REALTY GROUP TRUST                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    172300 | OU      | $13794.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P MID 400 EMINI MAR23                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        38 | NC      | $-255732.10   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR FEB23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -16 | NC      | $-13432.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets Inc                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1114 | NS      | $139773.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                         | Builders FirstSource Inc                      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       236 | NS      | $15311.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELSIUS HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    164895 | OU      | $11356.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CAD CURRENCY FUT MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        76 | NC      | $32386.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVE9 INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     56083 | OU      | $627.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                 | TriNet Group Inc                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1714 | NS      | $116209.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $341.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RITCHIE BROS AUCTIONEERS                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    932066 | OU      | $-47557.11    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                          | First Financial Corp/IN                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4282 | NS      | $197314.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                       | Signature Bank/New York NY                    | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       297 | NS      | $34220.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                     | Avangrid Inc                                  | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       748 | NS      | $32149.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                             | Howmet Aerospace Inc                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3125 | NS      | $123156.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796ZH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $2000000.00   | 0.93%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                   | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4980052.55   | 2.32%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing Inc                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       335 | NS      | $80018.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                            | New York Times Co/The                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      3068 | NS      | $99587.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                      | Avista Corp                                   | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       751 | NS      | $33299.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc            | Mid-America Apartment Communities Inc         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       177 | NS      | $27787.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AGIOS PHARMACEUTICALS INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     59074 | OU      | $4232.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                       | Alcoa Corp                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        22 | NS      | $1000.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PILGRIM'S PRIDE CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    207240 | OU      | $19935.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                  | Enterprise Products Partners LP               | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      8062 | NS      | $194455.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATMOS ENERGY CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     38945 | OU      | $2762.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VALARIS LTD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    158952 | OU      | $-3351.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | BP CURRENCY FUT MAR23                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        68 | NC      | $-6743.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                   | Murphy USA Inc                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       470 | NS      | $131383.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                           | Columbia Financial Inc                        | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      9494 | NS      | $205260.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger Inc                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       276 | NS      | $153525.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                              | Westamerica BanCorp                           | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1565 | NS      | $92350.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2373 | NS      | $332220.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DENALI THERAPEUTICS INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     60214 | OU      | $7935.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1284 | NS      | $174303.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAXAR TECHNOLOGIES INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     37074 | OU      | $-42068.69    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited  | FTSE CHINA A50 JAN23                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       407 | NC      | $56829.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                            | Travelers Cos Inc/The                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       141 | NS      | $26436.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       719 | NS      | $29270.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                            | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2886 | NS      | $172611.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXON ENTERPRISE INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     79317 | OU      | $8063.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                     | Freshpet Inc                                  | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       950 | NS      | $50131.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YEXT INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     44191 | OU      | $-9803.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                     | Alkermes PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4608 | NS      | $120407.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                           | T Rowe Price Group Inc                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1142 | NS      | $124546.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                         | Elanco Animal Health Inc                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      3897 | NS      | $47621.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |         1 | NC      | $-9507.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAPID7 INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     69619 | OU      | $-10615.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PVH CORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     44204 | OU      | $-2097.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                              | Mercury Systems Inc                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      2103 | NS      | $94088.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       989 | NS      | $109729.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-1184.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | JPN YEN CURR FUT MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        10 | NC      | $42061.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                           | Chesapeake Energy Corp                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       829 | NS      | $78232.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GAP INC/THE                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    145684 | OU      | $28171.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                             | Colgate-Palmolive Co                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6146 | NS      | $484243.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICOLD REALTY TRUST INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    149519 | OU      | $7106.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       749 | NS      | $117173.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAVITA INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     53381 | OU      | $-504.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                  | Morningstar Inc                               | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       476 | NS      | $103096.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                              | TreeHouse Foods Inc                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2493 | NS      | $123104.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       352 | NS      | $13851.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEMPRA ENERGY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    103744 | OU      | $5110.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                           | HP Inc                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        26 | NS      | $698.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1042 | NS      | $122466.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SQUARE INC - A                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    104705 | OU      | $7963.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       344 | NC      | $-988591.60   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                       | Loews Corp                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       466 | NS      | $27181.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                    | Capitol Federal Financial Inc                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11922 | NS      | $103125.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RINGCENTRAL INC-CLASS A                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     65522 | OU      | $3151.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COEUR MINING INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     61838 | OU      | $2678.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ETSY INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     74895 | OU      | $7227.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GREEN PLAINS INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    146258 | OU      | $17665.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-57.24       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                         | Baxter International Inc                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1751 | NS      | $89248.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                               | FTI Consulting Inc                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1192 | NS      | $189289.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1157 | NS      | $83246.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRUSTMARK CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    178840 | OU      | $8755.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                   | Reynolds Consumer Products Inc                | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3497 | NS      | $104840.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc              | Public Service Enterprise Group Inc           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       690 | NS      | $42276.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROLOGIS INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    135341 | OU      | $6261.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                              | Equity Commonwealth                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |      1902 | NS      | $47492.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      5783 | NS      | $273651.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR MAR23                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        41 | NC      | $191690.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BUNGE LTD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    194269 | OU      | $10037.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR23                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -169 | NC      | $1274121.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAFEHOLD INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     54612 | OU      | $-1367.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp PLC                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       915 | NS      | $143609.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3257 | NS      | $279613.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | MEXICAN PESO FUT MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       231 | NC      | $80188.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1620 | NS      | $191160.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WIX.COM LTD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     76916 | OU      | $11865.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** Natixis Funds Trust II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer